Matrix-variate time series data are largely available in applications. However, no attempt has been made to study their conditional heteroscedasticity that is often observed in economic and financial
We propose a general framework to construct self-normalized multiple-change-point tests with time series data. The only building block is a user-specified single-change-detecting statistic, which cove
The historical data of TVSMOTOR stock of National Stock Exchange from January 2003 to December 2022 has been received from Yahoo Finance through coding on 2023-12-14 10:56:59. The recorded data contai
