Asymptotic theory of test statistic for sphericity of high-dimensional time series (Q4640227)
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scientific article; zbMATH DE number 6869251
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| English | Asymptotic theory of test statistic for sphericity of high-dimensional time series |
scientific article; zbMATH DE number 6869251 |
Statements
Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series (English)
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16 May 2018
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asymptotic theory
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high-dimensional time series
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sphericity test
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0.8340749144554138
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0.8258113861083984
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0.8235344886779785
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0.8222086429595947
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