Collective Anomaly Detection in High-Dimensional Var Models

Maeng, Hyeyoung and Eckley, Idris and Fearnhead, Paul (2022) Collective Anomaly Detection in High-Dimensional Var Models. Statistica Sinica. ISSN 1017-0405 (In Press)

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Item Type:
Journal Article
Journal or Publication Title:
Statistica Sinica
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1800/1804
Subjects:
ID Code:
167492
Deposited By:
Deposited On:
17 Mar 2022 12:45
Refereed?:
Yes
Published?:
In Press
Last Modified:
04 May 2022 02:49