Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing serial correlations in high-dimensional time series via extreme value theory |
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Testing serial correlations in high-dimensional time series via extreme value theory (English)
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20 March 2020
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autocorrelation
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cross-correlation
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extreme value theory
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portmanteau test
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Spearman's rho
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white noise
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