Change point test for structural vector autoregressive model via independent component analysis

DOI10.1080/00949655.2022.2117359MaRDI QIDQ6074149

Sangyeol Lee, Unnamed Author, Koichi Maekawa

Publication date: 19 September 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

zbMATH Keywords

independent component analysischange point testCUSUM teststructural vector autoregressive model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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