Detection of Multiple Structural Breaks in Large Covariance Matrices (Q6190696): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q114100314, #quickstatements; #temporary_batch_1714786519576 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q114100314 / rank | |||
Normal rank | |||
Latest revision as of 04:56, 4 May 2024
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
6 March 2024
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
