Detection and estimation of structural breaks in high-dimensional functional time series
From MaRDI portal
Publication:6621544
DOI10.1214/24-aos2414MaRDI QIDQ6621544
Han Lin Shang, Degui Li, Runze Li
Publication date: 18 October 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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