Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:54, 10 July 2024
scientific article; zbMATH DE number 7767603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration Rank Estimation for High-Dimensional Time Series With Breaks |
scientific article; zbMATH DE number 7767603 |
Statements
Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (English)
0 references
17 November 2023
0 references
cointegration
0 references
eigenanalysis
0 references
high-dimensional time series
0 references
nonstationary processes
0 references
structural break
0 references
