Sequential testing for structural stability in approximate factor models (Q2186663)

From MaRDI portal
Revision as of 20:21, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
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