Group orthogonal greedy algorithm for change-point estimation of multivariate time series
type: Item
instance of: scholarly article
title: Group orthogonal greedy algorithm for change-point estimation of multivariate time series
zbMATH Open document ID: 1460.62152
author: Yuanbo Li
author: Ngai Hang Chan
author: Chun Yip Yau
author: Rong-Mao Zhang
published in: Journal of Statistical Planning and Inference
publication date: 2021-05-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7346293
zbMATH Keywords: high-dimensional regression
zbMATH Keywords: information criterion
zbMATH Keywords: vector autoregressive models
describes a project that uses: wbs
MaRDI profile type: Publication
full work available at URL: j.jspi.2020.08.002
OpenAlex ID: W3093788509
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DOI: 10.1016/J.JSPI.2020.08.002
description: scientific article; zbMATH DE number 7346293