L2hdchange: L2 Inference for Change Points in High-Dimensional Time Series
J. Jenny Li, Likai Chen, Ning Wang, Wei Biao Wu · 2023
Provides a method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. See Li et al. (2023) "L2 Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM". arXiv preprint .