Pages that link to "Item:Q5001018"
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The following pages link to Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models (Q5001018):
Displaying 4 items.
- High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
- Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
- Are minimum variance portfolios in multi-factor models long in low-beta assets? (Q6594803) (← links)
- Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)
