Testing for high-dimensional white noise using maximum cross-correlations (Q82543)

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Testing for high-dimensional white noise using maximum cross-correlations
scientific article

    Statements

    published in
    Biometrika
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    volume
    104
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    issue
    1
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    page(s)
    111-127
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    publication date
    18 February 2017
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    author
    Jinyuan Chang
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    Qiwei Yao
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    Wen Zhou
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    Identifiers

    DOI
    10.1093/biomet/asw066
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