Pages that link to "Item:Q5084327"
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The following pages link to Testing for constant correlation of filtered series under structural change (Q5084327):
Displaying 3 items.
- A self-normalization break test for correlation matrix (Q2062385) (← links)
- Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)