Change point estimation for high-dimensional time series with network structure
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Cites work
- A nonparametric approach for multiple change point analysis of multivariate data
- A pairwise likelihood-based approach for changepoint detection in multivariate time series models
- A Unified Data-Adaptive Framework for High Dimensional Change Point Detection
- Adaptive Inference for Change Points in High-Dimensional Data
- Change point detection and node clustering for time series of graphs
- Change-point detection in high-dimensional covariance structure
- Change-point detection in panel data via double CUSUM statistic
- Change-point estimators with true identification property
- Composite likelihood Bayesian information criteria for model selection in high-dimensional data
- Consistencies and rates of convergence of jump-penalized least squares estimators
- Consistency of minimum description length model selection for piecewise stationary time series models
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Coordinate descent algorithms
- Count network autoregression
- Detection of abrupt changes: theory and application
- Detection of Multiple Structural Breaks in Multivariate Time Series
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
- Estimating the number of change-points via Schwarz' criterion
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Extended Bayesian information criteria for model selection with large model spaces
- Factor modeling for high-dimensional time series: inference for the number of factors
- Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
- Forecasting Using Principal Components From a Large Number of Predictors
- Fresped: frequency-specific change-point detection in epileptic seizure multi-channel EEG data
- Fused Lasso approach in regression coefficients clustering -- learning parameter heterogeneity in data integration
- Group Lasso for structural break time series
- Group orthogonal greedy algorithm for change-point estimation of multivariate time series
- Grouped network vector autoregression
- Grouping pursuit through a regularization solution surface
- Homogeneity pursuit
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- Inference of Breakpoints in High-dimensional Time Series
- Inferential Theory for Factor Models of Large Dimensions
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models
- Model Selection and Estimation in Regression with Grouped Variables
- Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model
- Multiple Change Points Detection in Low Rank and Sparse High Dimensional Vector Autoregressive Models
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Multivariate Reduced-Rank Regression
- Network GARCH model
- Network quantile autoregression
- Network vector autoregression
- Nonparametric change point detection in multivariate piecewise stationary time series
- Optimal change-point estimation in time series
- Optimal covariance change point localization in high dimensions
- Robust Linear Model Selection Based on Least Angle Regression
- SLEX Analysis of Multivariate Nonstationary Time Series
- Sparsity and Smoothness Via the Fused Lasso
- Structural Break Estimation for Nonstationary Time Series Models
- Subset selection for vector autoregressive processes using Lasso
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series
- Testing Linearity for Network Autoregressive Models
- The Adaptive Lasso and Its Oracle Properties
- The Generalized Dynamic Factor Model
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