Detection of Multiple Structural Breaks in Large Covariance Matrices (Q6190696)
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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 |
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Detection of Multiple Structural Breaks in Large Covariance Matrices (English)
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6 March 2024
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approximate factor models
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binary segmentation
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CUSUM
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large covariance matrix
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principal component analysis
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structural breaks
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