Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models

Bours, Monika; Steland, Ansgar (Corresponding author)

Oxford : Wiley-Blackwell (2021)
Contribution to a conference proceedings, Journal Article

In: Scandinavian journal of statistics : SJS
Page(s)/Article-Nr.: 371-374

Institutions

• Department of Mathematics [110000]
• Chair of Stochastics [116110]