A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models (Q746267): Difference between revisions
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Revision as of 02:53, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models |
scientific article |
Statements
A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models (English)
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16 October 2015
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BIC
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MCP
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multiple structural breaks
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SCAD
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variable selection
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time series
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