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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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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