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Consistent multiple changepoint estimation with fused Gaussian graphical models - MaRDI portal

Consistent multiple changepoint estimation with fused Gaussian graphical models (Q2042434)

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Consistent multiple changepoint estimation with fused Gaussian graphical models
scientific article

    Statements

    title
    Consistent multiple changepoint estimation with fused Gaussian graphical models (English)
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    author
    Yanyan Li
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    publication date
    20 July 2021
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    zbMATH Keywords
    changepoint
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    regularisation
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    graphical model
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    asymptotics
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F12
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    62H22
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    62J07
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    zbMATH DE Number
    7372998
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    OpenAlex ID
    W3012131212
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    arXiv ID
    1712.05786
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