Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence (Q6579426)
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scientific article; zbMATH DE number 7887521
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| English | Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence |
scientific article; zbMATH DE number 7887521 |
Statements
Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence (English)
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25 July 2024
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change point analysis
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high-dimensional time series
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block wild bootstrap
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CUSUM
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binary segmentation
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moving sum algorithm
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0.8356092572212219
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0.7956475615501404
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0.7950865030288696
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0.7926759719848633
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0.783514142036438
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