A factor model approach for the joint segmentation with between-series correlation
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Publication:151476
Publication:151476
DOI10.48550/arXiv.1505.05660zbMath1441.62135arXiv1505.05660WikidataQ128726275 ScholiaQ128726275MaRDI QIDQ151476
Emilie Lebarbier, Stéphane Robin, Xavier Collilieux, Xavier Collilieux, Stephane Robin, Emilie Lebarbier
Publication date: 21 May 2015
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.05660
62H10: Multivariate distribution of statistics
62H11: Directional data; spatial statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H20: Measures of association (correlation, canonical correlation, etc.)
90C39: Dynamic programming
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