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Full Multiple-Break Theory for Latent Group Structure and Coefficients

Sourced from the work of Degui Li, Bin Peng, Songqiao Tang, Wei Biao Wu

§ Problem Statement

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Estimation of Grouped Time-Varying Network Vector Autoregressive Models

Degui Li, Bin Peng, Songqiao Tang, Wei Biao Wu (2023)

Annals of Statistics (to appear)

📍 Section 5 (Breaks in the group structure), Remark 5.2(ii), p. 19

Source paper where this problem appears.