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Description
  • The contribution is focused on application of multiple change point detection in a one-dimensional stochastic process by sparse parameter estimation from an overparametrized model. A stochastic process with changes in the mean is estimated using dictionary consisting of Heaviside functions. The basis pursuit algorithm is used to get sparse parameter estimates. The mentioned method is applied to the time series of the Czech consumer price index.
  • The contribution is focused on application of multiple change point detection in a one-dimensional stochastic process by sparse parameter estimation from an overparametrized model. A stochastic process with changes in the mean is estimated using dictionary consisting of Heaviside functions. The basis pursuit algorithm is used to get sparse parameter estimates. The mentioned method is applied to the time series of the Czech consumer price index. (en)
Title
  • Detection of Changes in the Czech Consumer Price Index by Sparse Parameter Estimation
  • Detection of Changes in the Czech Consumer Price Index by Sparse Parameter Estimation (en)
skos:prefLabel
  • Detection of Changes in the Czech Consumer Price Index by Sparse Parameter Estimation
  • Detection of Changes in the Czech Consumer Price Index by Sparse Parameter Estimation (en)
skos:notation
  • RIV/00216224:14560/10:00053011!RIV12-MSM-14560___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GPP402/10/P209), Z(MSM0021622418)
http://linked.open...iv/cisloPeriodika
  • 5
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 253634
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/10:00053011
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • multiple change point detection; overparametrized model; sparse parameter estimation; basis pursuit algorithm; consumer price index (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • SK - Slovenská republika
http://linked.open...ontrolniKodProRIV
  • [AC076379BE10]
http://linked.open...i/riv/nazevZdroje
  • Forum Statisticum Slovacum
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 6
http://linked.open...iv/tvurceVysledku
  • Neubauer, Jiří
  • Veselý, Vítězslav
http://linked.open...n/vavai/riv/zamer
issn
  • 1336-7420
number of pages
http://localhost/t...ganizacniJednotka
  • 14560
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