TESTING AND MODELLING FOR THE STRUCTURAL CHANGE IN COVARIANCE MATRIX TIME SERIES WITH MULTIPLICATIVE FORM
| Autor: | Jiang, Feiyu, Li, Dong, Li, Wai Keung, Zhu, Ke |
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| Zdroj: | Statistica Sinica, 2023 Jan 01. 33(2), 787-818. |
| Databáze: | JSTOR Journals |
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