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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) / rank | |||||||||||||||
Property / zbMATH Open document ID | |||||||||||||||
Property / zbMATH Open document ID: 1441.62135 / rank | |||||||||||||||
Property / DOI | |||||||||||||||
Property / DOI: 10.1111/sjos.12368 / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Xavier Collilieux / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Stephane Robin / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Emilie Lebarbier / rank | |||||||||||||||
Property / published in | |||||||||||||||
Property / published in: Scandinavian Journal of Statistics / rank | |||||||||||||||
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Property / publication date: 7 November 2019 / rank | |||||||||||||||
Property / full work available at URL | |||||||||||||||
Property / full work available at URL: https://arxiv.org/abs/1505.05660 / rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
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: 62H20 / rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 62M10 / rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 90C39 / rank | |||||||||||||||
Property / zbMATH DE Number | |||||||||||||||
Property / zbMATH DE Number: 7128033 / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: multivariate time series / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: segmentation / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: factor model / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: dynamic programming / rank | |||||||||||||||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||||||||||||||
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Property / OpenAlex ID: W2904173169 / rank | |||||||||||||||
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Property / arXiv ID: 1505.05660 / rank | |||||||||||||||
links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 09:55, 29 April 2024
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