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subject:"Statistical test"
~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Journal of the American Statistical Association : JASA"
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Testing for instability in covariance structures
Kao, Chihwa
;
Trapani, Lorenzo
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440730
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2
Testing for co-jumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
-
2012
Persistent link: https://www.econbiz.de/10009578146
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3
Tests for high-dimensional covariance matrices
Chen, Song Xi
;
Zhang, Li-xin
;
Zhong, Ping-shou
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 810-819
Persistent link: https://www.econbiz.de/10008736837
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