Estimation of Dynamic Networks for High-Dimensional Nonstationary Time Series.

Xu, Mengyu; Chen, Xiaohui; Wu, Wei Biao

Xu, Mengyu; Chen, Xiaohui; Wu, Wei Biao.

Afiliación

Xu M; Department of Statistics and Data Science, University of Central Florida, 4000 Central Florida Blvd, Orlando, FL 32816, USA.
Chen X; Department of Statistics, University of Illinois at Urbana-Champaign, S. Wright Street, Champaign, IL 61820, USA.
Wu WB; Department of Statistics, University of Chicago, 5747 S. Ellis Avenue, Jones 311, Chicago, IL 60637, USA.

Entropy (Basel) ; 22(1)2019 Dec 31.

Article en En | MEDLINE | ID: mdl-33285830

Palabras clave

change points; high-dimensional time series; kernel estimation; network estimation; nonstationarity

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Texto completo: 1 Colección: 01-internacional Banco de datos: MEDLINE Idioma: En Revista: Entropy (Basel) Año: 2019 Tipo del documento: Article País de afiliación: Estados Unidos

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