Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Group orthogonal greedy algorithm for change-point estimation of multivariate time series |
scientific article |
Statements
Group orthogonal greedy algorithm for change-point estimation of multivariate time series (English)
0 references
7 May 2021
0 references
high-dimensional regression
0 references
information criterion
0 references
vector autoregressive models
0 references
