A self-normalization test for correlation change (Q2208630)
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 7269420
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A self-normalization test for correlation change |
scientific article; zbMATH DE number 7269420 |
Statements
A self-normalization test for correlation change (English)
0 references
3 November 2020
0 references
conditional heteroscedasticity
0 references
correlation break
0 references
CUSUM test
0 references
self-normalization
0 references
serial dependence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.909321904182434
0 references
0.8229007124900818
0 references
0.8076081871986389
0 references
0.791592538356781
0 references
