A factor model approach for the joint segmentation with between-series correlation (Q151476): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Merged Item from Q5242888
 
(3 intermediate revisions by 3 users not shown)
aliases / en / 0aliases / en / 0
 
A factor model approach for the joint segmentation with between‐series correlation
description / endescription / en
scientific article from arXiv
scientific article; zbMATH DE number 7128033
Property / publication date
 
7 November 2019
Timestamp+2019-11-07T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / publication date: 7 November 2019 / rank
 
Normal rank
Property / author
 
Property / author: Xavier Collilieux / rank
 
Normal rank
Property / author
 
Property / author: Stephane Robin / rank
 
Normal rank
Property / author
 
Property / author: Emilie Lebarbier / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1111/sjos.12368 / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / title
 
A factor model approach for the joint segmentation with between‐series correlation (English)
Property / title: A factor model approach for the joint segmentation with between‐series correlation (English) / rank
 
Normal rank
Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1441.62135 / rank
 
Normal rank
Property / published in
 
Property / published in: Scandinavian Journal of Statistics / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://arxiv.org/abs/1505.05660 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62H10 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62H11 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62H20 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62M10 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 90C39 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 7128033 / rank
 
Normal rank
Property / zbMATH Keywords
 
multivariate time series
Property / zbMATH Keywords: multivariate time series / rank
 
Normal rank
Property / zbMATH Keywords
 
segmentation
Property / zbMATH Keywords: segmentation / rank
 
Normal rank
Property / zbMATH Keywords
 
factor model
Property / zbMATH Keywords: factor model / rank
 
Normal rank
Property / zbMATH Keywords
 
dynamic programming
Property / zbMATH Keywords: dynamic programming / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: CRAN / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2904173169 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:55, 29 April 2024

scientific article; zbMATH DE number 7128033
  • A factor model approach for the joint segmentation with between‐series correlation
Language Label Description Also known as
English
A factor model approach for the joint segmentation with between-series correlation
scientific article; zbMATH DE number 7128033
  • A factor model approach for the joint segmentation with between‐series correlation

Statements

21 May 2015
0 references
7 November 2019
0 references
0 references
stat.ME
0 references
0 references
0 references
0 references
0 references
0 references
0 references
A factor model approach for the joint segmentation with between‐series correlation (English)
0 references
0 references
0 references
0 references
0 references
0 references
0 references
multivariate time series
0 references
segmentation
0 references
factor model
0 references
dynamic programming
0 references
0 references
0 references
0 references