Estimation of high-dimensional change-points under a group sparsity structure
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Publication:6373143
DOI10.1214/23-EJS2116arXiv2107.08724MaRDI QIDQ6373143
Publication date: 19 July 2021
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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