Detection of Multiple Structural Breaks in Large Covariance Matrices (2022)

First Author: Li Y
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