A self-normalization break test for correlation matrix (Q2062385)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7450907
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A self-normalization break test for correlation matrix |
scientific article; zbMATH DE number 7450907 |
Statements
A self-normalization break test for correlation matrix (English)
0 references
27 December 2021
0 references
self-normalization
0 references
correlation matrix break
0 references
CUSUM test
0 references
serial dependence
0 references
conditional heteroscedasticity
0 references
unconditional heteroscedasticity
0 references
0 references
0 references
0.909321904182434
0 references
0.8236815929412842
0 references
0.7268603444099426
0 references
0.7176690697669983
0 references
