Testing and estimating change-points in the covariance matrix of a high-dimensional time series

Steland, Ansgar (Corresponding author)

Orlando, Fla : Acad. Press (2020)
Journal Article

In: Journal of multivariate analysis : JMVA
Volume: 177
Page(s)/Article-Nr.: 104582

Institutions

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