TVICA -- time varying independent component analysis and its application to financial data (Q1623451): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: TVICA / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: GHICA / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.csda.2014.01.002 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2267270122 / rank | |||
Normal rank | |||
Revision as of 21:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TVICA -- time varying independent component analysis and its application to financial data |
scientific article |
Statements
TVICA -- time varying independent component analysis and its application to financial data (English)
0 references
23 November 2018
0 references
adaptive methods
0 references
local homogeneity
0 references
portfolio risk analysis
0 references
sequential testing
0 references
