A Note on Adaptive Group Lasso for Structural Break Time Series
Year of publication: |
2020
|
---|---|
Authors: | Behrendt, Simon |
Other Persons: | Schweikert, Karsten (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3486104 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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