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Change Point Estimation in Panel Data with Temporal and Cross-sectional
  Dependence

Change Point Estimation in Panel Data with Temporal and Cross-sectional Dependence

25 April 2019
M. Bhattacharjee
Moulinath Banerjee
George Michailidis
ArXiv (abs)PDFHTML

Papers citing "Change Point Estimation in Panel Data with Temporal and Cross-sectional Dependence"

2 / 2 papers shown
Title
On the Marčenko-Pastur law for linear time series
On the Marčenko-Pastur law for linear time series
Haoyang Liu
Alexander Aue
D. Paul
73
68
0
27 Oct 2013
A tail inequality for quadratic forms of subgaussian random vectors
A tail inequality for quadratic forms of subgaussian random vectors
Daniel J. Hsu
Sham Kakade
Tong Zhang
139
422
0
13 Oct 2011
1