On testing for high-dimensional white noise (Q2284378)
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scientific article; zbMATH DE number 7151065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On testing for high-dimensional white noise |
scientific article; zbMATH DE number 7151065 |
Statements
On testing for high-dimensional white noise (English)
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15 January 2020
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large autocovariance matrix
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Hosking test
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Li-McLeod test
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high-dimensional time series
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random matrix theory
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