TVICA -- time varying independent component analysis and its application to financial data (Q1623451)
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scientific article; zbMATH DE number 6983930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TVICA -- time varying independent component analysis and its application to financial data |
scientific article; zbMATH DE number 6983930 |
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TVICA -- time varying independent component analysis and its application to financial data (English)
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23 November 2018
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adaptive methods
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local homogeneity
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portfolio risk analysis
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sequential testing
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