Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models.

MLA

Bours, Monika, and Ansgar Steland. “Large‐sample Approximations and Change Testing for High‐dimensional Covariance Matrices of Multivariate Linear Time Series and Factor Models.” Scandinavian Journal of Statistics, vol. 48, no. 2, June 2021, pp. 610–54. EBSCOhost, https://doi.org/10.1111/sjos.12508.

APA

Bours, M., & Steland, A. (2021). Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models. Scandinavian Journal of Statistics, 48(2), 610–654. https://doi.org/10.1111/sjos.12508

Chicago

Bours, Monika, and Ansgar Steland. 2021. “Large‐sample Approximations and Change Testing for High‐dimensional Covariance Matrices of Multivariate Linear Time Series and Factor Models.” Scandinavian Journal of Statistics 48 (2): 610–54. doi:10.1111/sjos.12508.