Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: wbs / rank | |||
Normal rank |
Revision as of 22:10, 28 February 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