Inference of Break-Points in High-Dimensional Time Series

Wang, Weining, Chen, Likai and Wu, Wei Biao (2021) Inference of Break-Points in High-Dimensional Time Series. Journal of the American Statistical Association. ISSN 0162-1459



  • Wang, Weining (
  • Chen, Likai
  • Wu, Wei Biao
Copyright, Publisher and Additional Information: © 2021 American Statistical Association. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details
  • Accepted: 16 February 2021
  • Published (online): 21 June 2021
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 17 Feb 2021 11:00
Last Modified: 26 Sep 2023 23:11
Published Version:
Status: Published online
Refereed: Yes
Identification Number:
Related URLs:


Filename: SSRN_id3378221.pdf

Description: Inference of breakpoints in high-dimensional time series