Introduces AJDN for consistent jump recovery and localization under asynchronicity and nonstationarity, plus AJDN-H for group-based trend estimation in high-dimensional piecewise locally stationary series.
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Complex trend inference for high-dimensional piecewise locally stationary time series
Introduces AJDN for consistent jump recovery and localization under asynchronicity and nonstationarity, plus AJDN-H for group-based trend estimation in high-dimensional piecewise locally stationary series.