An $L_0$-Norm Regularized Method for Multivariate Time Series Segmentation
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Publication:5061746
DOI10.4208/eajam.180921.050122zbMath1493.62529OpenAlexW4213237603MaRDI QIDQ5061746
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Publication date: 14 March 2022
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/eajam.180921.050122
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Dynamic programming in optimal control and differential games (49L20)
Uses Software
Cites Work
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