Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q109161)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models |
scientific article |
Statements
117
0 references
537
0 references
251-264
0 references
7 July 2020
0 references
