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Change-point detection in a linear model by adaptive fused quantile
  method
v1v2 (latest)

Change-point detection in a linear model by adaptive fused quantile method

28 January 2019
Gabriela Ciuperca
M. Maciak
ArXiv (abs)PDFHTML

Papers citing "Change-point detection in a linear model by adaptive fused quantile method"

3 / 3 papers shown
Quantile LASSO with changepoints in panel data models applied to option
  pricing
Quantile LASSO with changepoints in panel data models applied to option pricing
Matúvs Maciak
82
10
0
23 Sep 2019
Detection of similar successive groups in a model with diverging number
  of variable groups
Detection of similar successive groups in a model with diverging number of variable groupsSequential Analysis (SA), 2019
Gabriela Ciuperca
M. Maciak
F. Wahl
89
1
0
20 May 2019
Change-point Detection by the Quantile LASSO Method
Change-point Detection by the Quantile LASSO Method
Gabriela Ciuperca
M. Maciak
185
7
0
15 Jan 2019
1
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