Sequential testing for structural stability in approximate factor models

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Publication:2186663

DOI10.1016/j.spa.2020.03.003zbMath1441.62208arXiv1708.02786OpenAlexW2745163193MaRDI QIDQ2186663

Matteo Barigozzi, Lorenzo Trapani

Publication date: 9 June 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.02786




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