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~isPartOf:"Journal of Time Series Analysis"
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Liu, Yan
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Journal of Time Series Analysis
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Asymptotic Theory of Test Statistic for Sphericity of High-Dimensional Time Series
Liu, Yan
;
Tamura, Yurie
;
Taniguchi, Masanobu
- In:
Journal of Time Series Analysis
39
(
2018
)
3
,
pp. 402-416
Persistent link: https://www.econbiz.de/10012094920
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2
Change-Point Detection in Autoregressive Models with no Moment Assumptions
Akashi, Fumiya
;
Dette, Holger
;
Liu, Yan
- In:
Journal of Time Series Analysis
39
(
2018
)
5
,
pp. 763-786
Persistent link: https://www.econbiz.de/10012094936
Saved in:
3
Robust Linear Interpolation and Extrapolation of Stationary Time Series in L p
Liu, Yan
;
Xue, Yujie
;
Taniguchi, Masanobu
- In:
Journal of Time Series Analysis
41
(
2019
)
2
,
pp. 229-248
Persistent link: https://www.econbiz.de/10012095013
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