Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674): Difference between revisions

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+Time-Dependent Spectral Analysis of Nonstationary Time Series
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+Break detection in the covariance structure of multivariate time series models
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+Common breaks in means and variances for panel data
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+Boosting With the<i>L</i><sub>2</sub>Loss
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+Group LASSO for Structural Break Time Series
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+Change-point detection in panel data via double CUSUM statistic
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+Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
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+Structural Break Estimation for Nonstationary Time Series Models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Wild binary segmentation for multiple change-point detection
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+Change points detection and parameter estimation for multivariate time series
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+A stepwise regression method and consistent model selection for high-dimensional sparse linear models
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+Uniform change point tests in high dimension
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+Optimal Detection of Changepoints With a Linear Computational Cost
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+Detection of Changes in Multivariate Time Series With Application to EEG Data
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+Automatic Statistical Analysis of Bivariate Nonstationary Time Series
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+Detection of Multiple Structural Breaks in Multivariate Time Series
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+Weak greedy algorithms
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+The Adaptive Lasso and Its Oracle Properties
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