Testing the eigenvalue structure of spot and integrated covariance (Q2155301): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the eigenvalue structure of spot and integrated covariance |
scientific article |
Statements
Testing the eigenvalue structure of spot and integrated covariance (English)
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15 July 2022
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eigenvalue
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eigenvector
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high frequency
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Itô semimartingale
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principal components
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likelihood ratio test
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bootstrap
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