most citedA Clustering Algorithm for Correlation Quickest Hub Discovery Mixing Time Evolution and Random Matrix Theory

2 citations · 2 across the 1 of their papers we have counts for

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1 paper

q-fin.ST2022★ 2 cited

A Clustering Algorithm for Correlation Quickest Hub Discovery Mixing Time Evolution and Random Matrix Theory

Alejandro Rodriguez Dominguez, David Stynes

We present a geometric version of Quickest Change Detection (QCD) and Quickest Hub Discovery (QHD) tests in correlation structures that allows us to include and combine new informa…