Li, Min; Huang, Yu-Mei An \(L_0\)-norm regularized method for multivariate time series segmentation. (English) Zbl 07489016 East Asian J. Appl. Math. 12, No. 2, 353-366 (2022). MSC: 37M10 62M10 91B84 PDF BibTeX XML Cite \textit{M. Li} and \textit{Y.-M. Huang}, East Asian J. Appl. Math. 12, No. 2, 353--366 (2022; Zbl 07489016) Full Text: DOI OpenURL
Londschien, Malte; Kovács, Solt; Bühlmann, Peter Change-point detection for graphical models in the presence of missing values. (English) Zbl 07499916 J. Comput. Graph. Stat. 30, No. 3, 768-779 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Londschien} et al., J. Comput. Graph. Stat. 30, No. 3, 768--779 (2021; Zbl 07499916) Full Text: DOI OpenURL
Degras, David Sparse group fused Lasso for model segmentation: a hybrid approach. (English) Zbl 07433033 Adv. Data Anal. Classif., ADAC 15, No. 3, 625-671 (2021). MSC: 37M10 62J05 62J07 65K10 PDF BibTeX XML Cite \textit{D. Degras}, Adv. Data Anal. Classif., ADAC 15, No. 3, 625--671 (2021; Zbl 07433033) Full Text: DOI arXiv OpenURL
Procacci, Pier Francesco; Aste, Tomaso Forecasting market states. (English) Zbl 1420.91553 Quant. Finance 19, No. 9, 1491-1498 (2019). MSC: 91G99 62P05 PDF BibTeX XML Cite \textit{P. F. Procacci} and \textit{T. Aste}, Quant. Finance 19, No. 9, 1491--1498 (2019; Zbl 1420.91553) Full Text: DOI arXiv OpenURL