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l2 inference for change points in high-dimensional time series via a Two-Way MOSUM (2024)

First Author: Li J

Attributed to: New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/24-aos2360

Publication URI: http://dx.doi.org/10.1214/24-aos2360

Type: Journal Article/Review

Parent Publication: The Annals of Statistics

Issue: 2

ISSN: 0090-5364