Dating multiple change points in the correlation matrix (Q1694371): Difference between revisions

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+Structural breaks in time series
@@ Property / cites work: Structural breaks in time series / rank @@
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+Break detection in the covariance structure of multivariate time series models
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Q4348180
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+Stochastic Limit Theory
@@ Property / cites work: Stochastic Limit Theory / rank @@
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+The asymptotic behavior of some nonparametric change-point estimators
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+Publication:1694371