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High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling - MaRDI portal

High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling

From MaRDI portal
Publication:6631703

DOI10.1080/01621459.2023.2240054MaRDI QIDQ6631703

Hyeyoung Maeng, Idris A. Eckley, Paul Fearnhead, Haeran Cho

Publication date: 1 November 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)






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