High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling (2023)
Attributed to:
StatScale: Statistical Scalability for Streaming Data
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1080/01621459.2023.2240054
Publication URI: https://api.elsevier.com/content/abstract/scopus_id/85171881615
Type: Journal Article/Review
Parent Publication: Journal of the American Statistical Association