Pages that link to "Item:Q4975401"

The following pages link to Group LASSO for Structural Break Time Series (Q4975401):

Displaying 35 items.

• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
• Optimal nonparametric change point analysis (Q97722) (← links)
• On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
• Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674) (← links)
• LASSO estimation of threshold autoregressive models (Q888321) (← links)
• Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
• Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
• Change points detection and parameter estimation for multivariate time series (Q2153567) (← links)
• Robust change point detection method via adaptive LAD-Lasso (Q2175643) (← links)
• Relevant parameter changes in structural break models (Q2190210) (← links)
• Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
• A shape-based cutting and clustering algorithm for multiple change-point detection (Q2293636) (← links)
• Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
• Multiple changepoint detection with partial information on changepoint times (Q2316608) (← links)
• Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
• Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
• Solving Fused Penalty Estimation Problems via Block Splitting Algorithms (Q3391427) (← links)
• Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (Q4559700) (← links)
• Structural break detection in financial durations (Q4627118) (← links)
• Time-Varying Autoregression with Low-Rank Tensors (Q5016785) (← links)
• Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
• Inference for Structural Breaks in Spatial Models (Q5041341) (← links)
• Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation (Q5066468) (← links)
• Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models (Q5083365) (← links)
• A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points (Q5107787) (← links)
• (Q5125161) (← links)
• Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
• Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)
• Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q5881081) (← links)
• Multikink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis (Q6079761) (← links)
• Penetrating sporadic return predictability (Q6090551) (← links)
• Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
• Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression (Q6144429) (← links)
• Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
• Scalable multiple changepoint detection for functional data sequences (Q6626426) (← links)