Semi-parametric segmentation of multiple series using a DP-Lasso strategy
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Publication:5106849
DOI10.1080/00949655.2016.1260726MaRDI QIDQ5106849
Xavier Collilieux, Karine Bertin, Cristian Meza, Emilie Lebarbier
Publication date: 22 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2016.1260726
dynamic programming; segmentation; Lasso; multiple series; semi-parametric estimation; geodetic data
62-XX: Statistics
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Cites Work
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