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)
Fachzeitschriftenartikel

In: Scandinavian journal of statistics
Seite(n)/Artikel-Nr.: 1-45

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