Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models (Q5001018)
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scientific article; zbMATH DE number 7372288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models |
scientific article; zbMATH DE number 7372288 |
Statements
Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models (English)
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16 July 2021
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change-points
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COVID-19 crisis
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factor model
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high-dimensional statistics
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multivariate analysis
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portfolio analysis
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strong approximation
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time series
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