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eigenvalue perturbation
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Inference on the maximal rank of time-varying covariance matrices using high-frequency data
Reiß, Markus
;
Winkelmann, Lars
-
2021
against local alternatives where the average (r + 1)st eigenvalue is larger than some
signal
detection
rate
vn. A major …
Persistent link: https://www.econbiz.de/10012660931
Saved in:
2
Inference on the maximal rank of time-varying covariance matrices using high-frequency data
Reiß, Markus
;
Winkelmann, Lars
-
2021
against local alternatives where the average (r + 1)st eigenvalue is larger than some
signal
detection
rate
vn. A major …
Persistent link: https://www.econbiz.de/10012655380
Saved in:
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