Sparse change-point time series models
Year of publication: |
July 10, 2015
|
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Authors: | Dufays, Arnaud ; Rombouts, Jeroen V. K. |
Publisher: |
Louvain-la-Neuve : Centre for Operations Research and Econometrics |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Ökonometrie | Econometrics |
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