Sequential testing for structural stability in approximate factor models (Q2186663): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2745163193 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1708.02786 / rank | |||
Normal rank | |||
Latest revision as of 02:58, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential testing for structural stability in approximate factor models |
scientific article |
Statements
Sequential testing for structural stability in approximate factor models (English)
0 references
9 June 2020
0 references
large factor model
0 references
change-point
0 references
sequential testing
0 references
randomised tests
0 references
