Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863)
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scientific article; zbMATH DE number 7767603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration Rank Estimation for High-Dimensional Time Series With Breaks |
scientific article; zbMATH DE number 7767603 |
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Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (English)
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17 November 2023
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cointegration
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eigenanalysis
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high-dimensional time series
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nonstationary processes
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structural break
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