Complex trend inference for high-dimensional piecewise locally stationary time series

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Authors: Lujia Bai, David Veitch, Weichi Wu, Wenyang Zhang, Zhou Zhou
Cited by: 0

Fields of Study & Subjects

Anomaly Detection Techniques and Applications Model Reduction and Neural Networks Neural Networks and Applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint