Testing serial correlations in high-dimensional time series via extreme value theory

From MaRDI portal
Publication:2305977

DOI10.1016/j.jeconom.2020.01.008zbMath1456.62222OpenAlexW3003575226MaRDI QIDQ2305977

Ruey S. Tsay

Publication date: 20 March 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.01.008




Related Items (4)


Uses Software


Cites Work


This page was built for publication: Testing serial correlations in high-dimensional time series via extreme value theory