A self-normalization break test for correlation matrix (Q2062385): Difference between revisions

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Property / DOI: 10.1007/s00362-020-01188-y / rank
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Latest revision as of 22:27, 16 December 2024

scientific article
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A self-normalization break test for correlation matrix
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    A self-normalization break test for correlation matrix (English)
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    27 December 2021
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    self-normalization
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    correlation matrix break
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    CUSUM test
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    serial dependence
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    conditional heteroscedasticity
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    unconditional heteroscedasticity
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