A self-normalization test for correlation change (Q2208630)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A self-normalization test for correlation change |
scientific article |
Statements
A self-normalization test for correlation change (English)
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3 November 2020
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conditional heteroscedasticity
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correlation break
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CUSUM test
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self-normalization
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serial dependence
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