Inference in Heavy-Tailed Nonstationary Multivariate Time Series (Q6154015)
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scientific article; zbMATH DE number 7820404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in Heavy-Tailed Nonstationary Multivariate Time Series |
scientific article; zbMATH DE number 7820404 |
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Inference in Heavy-Tailed Nonstationary Multivariate Time Series (English)
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19 March 2024
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factor models
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heavy tails
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nonstationarity
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randomized tests
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