Detection of Multiple Structural Breaks in Large Covariance Matrices (Q6190696)

From MaRDI portal
Revision as of 04:56, 4 May 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q114100314, #quickstatements; #temporary_batch_1714786519576)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7813779
Language Label Description Also known as
English
Detection of Multiple Structural Breaks in Large Covariance Matrices
scientific article; zbMATH DE number 7813779

    Statements

    Detection of Multiple Structural Breaks in Large Covariance Matrices (English)
    0 references
    0 references
    0 references
    0 references
    6 March 2024
    0 references
    0 references
    approximate factor models
    0 references
    binary segmentation
    0 references
    CUSUM
    0 references
    large covariance matrix
    0 references
    principal component analysis
    0 references
    structural breaks
    0 references
    0 references