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Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices - MaRDI portal

Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694)

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scientific article; zbMATH DE number 7783454
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Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices
scientific article; zbMATH DE number 7783454

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    Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (English)
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    4 January 2024
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    bootstrap
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    change-points
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    high-dimension
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    spectral density matrix
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    strong approximation
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