Change point detection in dynamic Gaussian graphical models: The impact of COVID-19 pandemic on the U.S. stock market

Franzolini, Beatrice; Beskos, Alexandros; De Iorio, Maria; Poklewski Koziell, Warrick; Grzeszkiewicz, Karolina

doi:10.1214/23-aoas1801

Ann. Appl. Stat.

2024

DOI: 10.1214/23-aoas1801

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Change point detection in dynamic Gaussian graphical models: The impact of COVID-19 pandemic on the U.S. stock market

Beatrice Franzolini,

Alexandros Beskos,

Maria De Iorio

et al.

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Change point detection in dynamic Gaussian graphical models: The impact of COVID-19 pandemic on the U.S. stock market

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References 93 publications

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