Testing for instability in covariance structures (Q2405201)
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scientific article; zbMATH DE number 6778346
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| English | Testing for instability in covariance structures |
scientific article; zbMATH DE number 6778346 |
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Testing for instability in covariance structures (English)
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21 September 2017
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changepoint
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covariance matrix
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CUSUM statistic
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eigensystem
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0.8250061869621277
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0.8041021227836609
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0.7972755432128906
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0.7928367257118225
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