Break detection in the covariance structure of multivariate time series models (Q1043722): Difference between revisions

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Latest revision as of 08:58, 30 July 2024

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Break detection in the covariance structure of multivariate time series models
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    Break detection in the covariance structure of multivariate time series models (English)
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    9 December 2009
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    change-points
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    covariance
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    functional central limit theorem
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    multivariate GARCH models
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    multivariate time series
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    structural breaks
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