Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q5881081)
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scientific article; zbMATH DE number 7661379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models |
scientific article; zbMATH DE number 7661379 |
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Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (English)
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9 March 2023
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high-dimensional time series
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piecewise stationarity
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structural breaks
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total variation penalty
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