Testing for high-dimensional white noise using maximum cross-correlations (Q5384447)
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scientific article; zbMATH DE number 7072185
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| default for all languages | No label defined |
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| English | Testing for high-dimensional white noise using maximum cross-correlations |
scientific article; zbMATH DE number 7072185 |
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Testing for high-dimensional white noise using maximum cross-correlations (English)
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24 June 2019
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autocorrelation
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normal approximation
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parametric bootstrap
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portmanteau test
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time series principal component analysis
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vector white noise
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0.8916502594947815
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0.7865035533905029
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0.7865035533905029
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0.7752711772918701
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0.7714493274688721
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