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