Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2020.08.002
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+W3093788509
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+Time-Dependent Spectral Analysis of Nonstationary Time Series
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+Break detection in the covariance structure of multivariate time series models
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+Common breaks in means and variances for panel data
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+Boosting With the<i>L</i><sub>2</sub>Loss
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+Group LASSO for Structural Break Time Series
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+Change-point detection in panel data via double CUSUM statistic
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+Change points detection and parameter estimation for multivariate time series
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+Optimal Detection of Changepoints With a Linear Computational Cost
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+Detection of Multiple Structural Breaks in Multivariate Time Series
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