Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674)
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scientific article; zbMATH DE number 7346293
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| English | Group orthogonal greedy algorithm for change-point estimation of multivariate time series |
scientific article; zbMATH DE number 7346293 |
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Group orthogonal greedy algorithm for change-point estimation of multivariate time series (English)
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7 May 2021
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high-dimensional regression
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information criterion
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vector autoregressive models
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