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Testing for high-dimensional white noise using maximum cross-correlations (2017)

First Author: Chang J

Attributed to: Modelling Vast Time Series: Sparsity and Segmentation funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1093/biomet/asw066

Publication URI: http://dx.doi.org/10.1093/biomet/asw066

Type: Journal Article/Review

Parent Publication: Biometrika

Issue: 1