Group LASSO for Structural Break Time Series (Q4975401)

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scientific article; zbMATH DE number 6756953
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Group LASSO for Structural Break Time Series
scientific article; zbMATH DE number 6756953

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    Group LASSO for Structural Break Time Series (English)
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    4 August 2017
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    change-points
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    information criterion
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    nonstationary autoregressive process
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