Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863): Difference between revisions

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Revision as of 10:17, 19 August 2024

scientific article; zbMATH DE number 7767603
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English
Cointegration Rank Estimation for High-Dimensional Time Series With Breaks
scientific article; zbMATH DE number 7767603

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    Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (English)
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    17 November 2023
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    cointegration
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    eigenanalysis
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    high-dimensional time series
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    nonstationary processes
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    structural break
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