Change-point detection in panel data
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Publication:5397939
DOI10.1111/J.1467-9892.2012.00796.XzbMATH Open1282.62181OpenAlexW1957259441MaRDI QIDQ5397939FDOQ5397939
Authors: Lajos Horváth, Marie Hušková 
Publication date: 25 February 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00796.x
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- Estimation of high-dimensional change-points under a group sparsity structure
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- Using interpolated implied volatility for analysing exogenous market changes
- Joint estimation of gradual variance changepoint for panel data with common structures
- Structural breaks in panel data: large number of panels and short length time series
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- Monitoring Network Changes in Social Media
- The CUSUM statistics of change-point models based on dependent sequences
- Dating the break in high-dimensional data
- Detecting structured signals in Ising models
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