Estimation of high-dimensional change-points under a group sparsity structure
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More about this item
Keywords
change-point analysis; high-dimensional data; group sparsity; EP/T02772X/1;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-04-03 (Econometrics)
- NEP-ETS-2023-04-03 (Econometric Time Series)
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