Testing and estimating change-points in the covariance matrix of a high-dimensional time series
Steland, Ansgar (Corresponding author)
Orlando, Fla : Acad. Press (2020)
Fachzeitschriftenartikel
In: Journal of multivariate analysis : JMVA
Band: 177
Seite(n)/Artikel-Nr.: 104582
Identifikationsnummern
- DOI: 10.1016/j.jmva.2019.104582
- RWTH PUBLICATIONS: RWTH-2020-02550