Sequential testing for structural stability in approximate factor models (Q2186663): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Importer (talk | contribs)
Changed an Item
 
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
    0 references
    0 references
    9 June 2020
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    large factor model
    0 references
    change-point
    0 references
    sequential testing
    0 references
    randomised tests
    0 references
    0 references
    0 references