Multiple break detection in the correlation structure of random variables (Q1623527)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple break detection in the correlation structure of random variables |
scientific article |
Statements
Multiple break detection in the correlation structure of random variables (English)
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23 November 2018
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binary segmentation
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correlations
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CUSUM statistics
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financial returns
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multiple change point detection
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