Pages that link to "Item:Q1623527"
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The following pages link to Multiple break detection in the correlation structure of random variables (Q1623527):
Displaying 21 items.
- A factor model approach for the joint segmentation with between-series correlation (Q151476) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Monitoring correlation change in a sequence of random variables (Q715600) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
- Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
- A self-normalization break test for correlation matrix (Q2062385) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Nonparametric estimation of time varying correlation coefficient (Q2131990) (← links)
- Local Gaussian correlations in financial and commodity markets (Q2183340) (← links)
- A self-normalization test for correlation change (Q2208630) (← links)
- Greedy Gaussian segmentation of multivariate time series (Q2324258) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)
- Detecting a Change in the Correlation Coefficient in a Sequence of Bivariate Normal Variables (Q3471479) (← links)
- Detection of Multiple Structural Breaks in Multivariate Time Series (Q5367389) (← links)
- Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (Q5860951) (← links)
- Break point detection for functional covariance (Q6073412) (← links)
- Sequential detection of parameter changes in dynamic conditional correlation models (Q6579557) (← links)
- Consistent Estimation of Multiple Breakpoints in Dependence Measures (Q6626238) (← links)
