Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541)
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scientific article; zbMATH DE number 7928791
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Online change-point detection for matrix-valued time series with latent two-way factor structure |
scientific article; zbMATH DE number 7928791 |
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Online change-point detection for matrix-valued time series with latent two-way factor structure (English)
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18 October 2024
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matrix factor model
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factor space
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online changepoint detection
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projection estimation
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randomisation
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