Two sample tests for high-dimensional autocovariances (Q830592): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CSDA.2020.107067 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CSDA.2020.107067 / rank | |||
Normal rank | |||
Latest revision as of 04:28, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two sample tests for high-dimensional autocovariances |
scientific article |
Statements
Two sample tests for high-dimensional autocovariances (English)
0 references
7 May 2021
0 references
high-dimensional time series
0 references
autocovariances
0 references
block multiplier bootstrap
0 references
dynamic factor models
0 references
principal components
0 references
hypothesis tests
0 references
0 references
0 references
0 references
0 references
0 references
