Spectrum of sequential sample covariances with application to detecting structural changes under a spiked covariance model
Topic | Spectrum Sequential sample covariance |
---|---|
Format | Hybird |
Location | SIMISShanghai |
Speaker | Debashis Paul (UCSD) |
Time (GMT+8) |
Topic | Spectrum Sequential sample covariance |
---|---|
Format | Hybird |
Location | SIMISShanghai |
Speaker | Debashis Paul (UCSD) |
Time (GMT+8) |