Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; … - In: Journal of Multivariate Analysis 132 (2014) C, pp. 58-81
In this work, we extend our study in Chochola et al. [7] and propose some robust sequential procedure for the detection of structural breaks in a Functional Capital Asset Pricing Model (FCAPM). The procedure is again based on M-estimates and partial weighted sums of M-residuals and...