A factor model approach for the joint segmentation with between‐series correlation (Q5242888): Difference between revisions
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Revision as of 17:17, 29 February 2024
scientific article; zbMATH DE number 7128033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A factor model approach for the joint segmentation with between‐series correlation |
scientific article; zbMATH DE number 7128033 |
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A factor model approach for the joint segmentation with between‐series correlation (English)
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7 November 2019
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multivariate time series
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segmentation
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factor model
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dynamic programming
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