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Detecting long-lived autodependency changes in a multivariate system via change point detection and regime switching models

Published Online: 2018-10-23

Authors

Cabrieto, Jedelyn

Adolf, Janne

Tuerlinckx, Francis

Kuppens, Peter

Ceulemans, Eva
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Text and Data Mining valid from 2018-10-23

Version of Record valid from 2018-10-23
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Article History

Received: 27 April 2018

Accepted: 7 October 2018

First Online: 23 October 2018

Competing Interests

: The authors declare no competing interests.

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