Change points detection and parameter estimation for multivariate time series (Q2153567)
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scientific article; zbMATH DE number 7555398
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Change points detection and parameter estimation for multivariate time series |
scientific article; zbMATH DE number 7555398 |
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Change points detection and parameter estimation for multivariate time series (English)
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11 July 2022
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group Lasso
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change points
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VAR model
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0.8631017804145813
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0.836519181728363
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0.8348251581192017
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0.8324907422065735
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