A factor model approach for the joint segmentation with between-series correlation (Q151476)
From MaRDI portal
scientific article; zbMATH DE number 7128033
- A factor model approach for the joint segmentation with between‐series correlation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A factor model approach for the joint segmentation with between-series correlation |
scientific article; zbMATH DE number 7128033 |
|
Statements
21 May 2015
0 references
7 November 2019
0 references
stat.ME
0 references
A factor model approach for the joint segmentation with between‐series correlation (English)
0 references
multivariate time series
0 references
segmentation
0 references
factor model
0 references
dynamic programming
0 references
