Pages that link to "Item:Q4640227"
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The following pages link to Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series (Q4640227):
Displaying 4 items.
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)