Change-point analysis in financial networks

DOI10.1002/STA4.269MaRDI QIDQ6541554

Kousik Guhathakurta, Sayantan Banerjee

Publication date: 19 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

Gaussian kernelchange-point analysisfinancial networksstock market dynamics

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
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Related Items (1)

Determining the number of change-point via high-dimensional cross-validation

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