Detecting changes in cross-sectional dependence in multivariate time series (Q123369): Difference between revisions
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8 October 2014
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| Property / author: Axel Bücher / rank | |||||||||||||||
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| Property / author: Ivan Kojadinovic / rank | |||||||||||||||
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| Property / author: Tom Rohmer / rank | |||||||||||||||
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| Property / author: Johan Segers / rank | |||||||||||||||
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Detecting changes in cross-sectional dependence in multivariate time series (English) | |||||||||||||||
| Property / title: Detecting changes in cross-sectional dependence in multivariate time series (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 1360.62451 / rank | |||||||||||||||
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| Property / full work available at URL: https://arxiv.org/abs/1206.2557 / rank | |||||||||||||||
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Revision as of 18:44, 21 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting changes in cross-sectional dependence in multivariate time series |
scientific article |
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111-128
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November 2014
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8 October 2014
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Detecting changes in cross-sectional dependence in multivariate time series (English)
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