Open AccessTesting and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form
Author(s) -
Feiyu Jiang,
Dong Liu,
Wai Keung Li,
K. Zhu
Publication year - 2023
Publication title -
statistica sinica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.24
H-Index - 77
eISSN - 1996-8507
pISSN - 1017-0405
DOI - 10.5705/ss.202021.0029
Subject(s) - multiplicative function , series (stratigraphy) , covariance , mathematics , covariance matrix , matrix (chemical analysis) , econometrics , statistics , computer science , mathematical analysis , geology , paleontology , materials science , composite material