Dec 7, 2011 · A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models.
Jin et al. [11] proposed a fast algorithm for simultaneous multiple structural break estimation and variable selection for non-stationary time series models ...
This function provides a novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series ...
Mar 1, 2006 · A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models.
32, 2009. A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models.
PDF | In this article we consider the problem of modeling a non- stationary time series by segmenting the series into blocks of different autoregressive.
Apr 23, 2021 · A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models.
A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models. 点击次数：51.
This article considers the problem of modeling a class of nonstationary time series using piecewise autoregressive (AR) processes. The num-.
Missing: novel | Show results with:novel
Jan 13, 2022 · A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models.