Detection of Multiple Structural Breaks in Large Covariance Matrices (2022)
Attributed to:
Was that change real? Quantifying uncertainty for change points
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1080/07350015.2022.2076686
Publication URI: http://dx.doi.org/10.1080/07350015.2022.2076686
Type: Journal Article/Review
Parent Publication: Journal of Business & Economic Statistics
Issue: 3