Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series (Q4640227)
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scientific article; zbMATH DE number 6869251
Language | Label | Description | Also known as |
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English | Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series |
scientific article; zbMATH DE number 6869251 |
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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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