Sequential testing for structural stability in approximate factor models (Q2186663)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sequential testing for structural stability in approximate factor models |
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
9 June 2020
0 references
large factor model
0 references
change-point
0 references
sequential testing
0 references
randomised tests
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
