A factor model approach for the joint segmentation with between-series correlation (Q151476): Difference between revisions
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A factor model approach for the joint segmentation with between‐series correlation | |||||||||||||||
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scientific article | scientific article; zbMATH DE number 7128033 | ||||||||||||||
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7 November 2019
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Property / author: Xavier Collilieux / rank | |||||||||||||||
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Property / author: Stephane Robin / rank | |||||||||||||||
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Property / author: Emilie Lebarbier / rank | |||||||||||||||
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Property / DOI: 10.1111/sjos.12368 / rank | |||||||||||||||
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A factor model approach for the joint segmentation with between‐series correlation (English) | |||||||||||||||
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Property / zbMATH Open document ID: 1441.62135 / rank | |||||||||||||||
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Property / published in: Scandinavian Journal of Statistics / rank | |||||||||||||||
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Property / full work available at URL: https://arxiv.org/abs/1505.05660 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62H10 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62H11 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 90C39 / rank | |||||||||||||||
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Property / zbMATH DE Number: 7128033 / rank | |||||||||||||||
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multivariate time series | |||||||||||||||
Property / zbMATH Keywords: multivariate time series / rank | |||||||||||||||
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segmentation | |||||||||||||||
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factor model | |||||||||||||||
Property / zbMATH Keywords: factor model / rank | |||||||||||||||
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dynamic programming | |||||||||||||||
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Latest revision as of 21:30, 14 August 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 |
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English | A factor model approach for the joint segmentation with between-series correlation |
scientific article; zbMATH DE number 7128033 |
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Statements
21 May 2015
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7 November 2019
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stat.ME
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A factor model approach for the joint segmentation with between‐series correlation (English)
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multivariate time series
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segmentation
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factor model
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dynamic programming
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