Inference of Breakpoints in High-dimensional Time Series (Q6110713)
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scientific article; zbMATH DE number 7707810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference of Breakpoints in High-dimensional Time Series |
scientific article; zbMATH DE number 7707810 |
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Inference of Breakpoints in High-dimensional Time Series (English)
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6 July 2023
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Gaussian approximation
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inference of break locations
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multiple change-point detection
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temporal and cross-sectional dependence
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