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Estimation of Dynamic Networks for High-Dimensional Nonstationary Time Series

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To simultaneously handle these two types of time-varying features, a...

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Detalhes bibliográficos
Publicado no:Entropy (Basel)
Main Authors: Xu, Mengyu, Chen, Xiaohui, Wu, Wei Biao
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI 2019
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7516486/
https://ncbi.nlm.nih.gov/pubmed/33285830
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22010055
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