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Kim JM, Hwang SY. Change point detection for the intraday volatility using functional ARCH and conditional Copula. COMMUN STAT-SIMUL C 2022. [DOI: 10.1080/03610918.2022.2163258] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/31/2022]

Kühnert S. Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces. Electron J Stat 2022. [DOI: 10.1214/22-ejs2059] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

Change point analysis of covariance functions: A weighted cumulative sum approach. J MULTIVARIATE ANAL 2021. [DOI: 10.1016/j.jmva.2021.104877] [Citation(s) in RCA: 4] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]