Break detection in the covariance structure of multivariate time series models (Q1043722): Difference between revisions
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Revision as of 18:49, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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