@article{modelingregimeshiftsinmultipletime,
  title = {Modeling Regime Shifts in Multiple Time Series},
  author = {Etienne Gael Tajeuna and Mohamed Bouguessa and Shengrui Wang},
  year = {2021},
  eprint = {2109.09692},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2109.09692v4},
}