Pages that link to "Item:Q746267"
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The following pages link to A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models (Q746267):
Displaying 10 items.
- A sequential multiple change-point detection procedure via VIF regression (Q155754) (← links)
- Multi-threshold accelerated failure time model (Q1991672) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- An $L_0$-Norm Regularized Method for Multivariate Time Series Segmentation (Q5061746) (← links)
- Beta approximation and its applications (Q5107773) (← links)
- Consistent two‐stage multiple change‐point detection in linear models (Q5507352) (← links)
- A Total Variation Based Method for Multivariate Time Series Segmentation (Q5871958) (← links)
- A model-based multithreshold method for subgroup identification (Q6627149) (← links)
- Multithreshold change plane model: estimation theory and applications in subgroup identification (Q6628124) (← links)
- Multi-threshold proportional hazards model and subgroup identification (Q6629415) (← links)
