Change points in heavy‐tailed multivariate time series: Methods using precision matrices (Q5213968)
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scientific article; zbMATH DE number 7163985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change points in heavy‐tailed multivariate time series: Methods using precision matrices |
scientific article; zbMATH DE number 7163985 |
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Change points in heavy‐tailed multivariate time series: Methods using precision matrices (English)
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6 February 2020
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change point analysis
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financial time series
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graphical Lasso
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stability selection
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tlasso
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