A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models (Q746267)
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scientific article; zbMATH DE number 6495059
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| English | A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models |
scientific article; zbMATH DE number 6495059 |
Statements
A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models (English)
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16 October 2015
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BIC
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MCP
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multiple structural breaks
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SCAD
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variable selection
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time series
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0.8393120765686035
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0.817531168460846
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0.7935993075370789
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0.7894877791404724
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