Testing for the Presence of Correlation Changes in a Multivariate Time Series: A Permutation Based Approach.
| Author | |
|---|---|
| Year of Publication | :
2018
|
| Journal | :
Scientific reports
|
| Volume | :
8
|
| Issue | :
1
|
| Number of Pages | :
769
|
| Date Published | :
2018
|
| DOI | :
10.1038/s41598-017-19067-2
|
| Short Title | :
Sci Rep
|
| Download citation |