TVICA -- time varying independent component analysis and its application to financial data (Q1623451): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 04:31, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | TVICA -- time varying independent component analysis and its application to financial data |
scientific article |
Statements
TVICA -- time varying independent component analysis and its application to financial data (English)
0 references
23 November 2018
0 references
adaptive methods
0 references
local homogeneity
0 references
portfolio risk analysis
0 references
sequential testing
0 references