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Q151476
label / enlabel / en
A factor model approach for the joint segmentation with between‐series correlation
description / endescription / en
scientific article; zbMATH DE number 7128033
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Property / instance of: scholarly article / rank
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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
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Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1441.62135 / rank
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Property / DOI
 
Property / DOI: 10.1111/sjos.12368 / rank
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Property / author
 
Property / author: Xavier Collilieux / rank
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Property / author
 
Property / author: Emilie Lebarbier / rank
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Property / author
 
Property / author: Stephane Robin / rank
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Property / published in
 
Property / published in: Scandinavian Journal of Statistics / rank
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Property / publication date
7 November 2019
Timestamp+2019-11-07T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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Property / publication date: 7 November 2019 / rank
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Property / full work available at URL
 
Property / full work available at URL: https://arxiv.org/abs/1505.05660 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62H10 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62H11 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62H20 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62M10 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 90C39 / rank
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 7128033 / rank
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Property / zbMATH Keywords
multivariate time series
 
Property / zbMATH Keywords: multivariate time series / rank
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Property / zbMATH Keywords
segmentation
 
Property / zbMATH Keywords: segmentation / rank
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Property / zbMATH Keywords
factor model
 
Property / zbMATH Keywords: factor model / rank
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Property / zbMATH Keywords
dynamic programming
 
Property / zbMATH Keywords: dynamic programming / rank
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Property / describes a project that uses
 
Property / describes a project that uses: CRAN / rank
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links / mardi / namelinks / mardi / name

Latest revision as of 08:55, 29 April 2024

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