Sequential detection of parameter changes in dynamic conditional correlation models (Q6579557)
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scientific article; zbMATH DE number 7887609
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| English | Sequential detection of parameter changes in dynamic conditional correlation models |
scientific article; zbMATH DE number 7887609 |
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Sequential detection of parameter changes in dynamic conditional correlation models (English)
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25 July 2024
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dynamic conditional correlation model
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multivariate sequences
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online detection
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parameter changes
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threshold function
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