Asymptotic Theory of Test Statistic for Sphericity of High-Dimensional Time Series
| Year of publication: |
2018
|
|---|---|
| Authors: | Liu, Yan ; Tamura, Yurie ; Taniguchi, Masanobu |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 0143-9782, ZDB-ID 1473831-4. - Vol. 39.2018, 3 (02.03.), p. 402-416
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12288 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012094920