Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices
Year: 2023
Type: article
Source: Journal of Multivariate Analysis
Author: Ansgar Steland
Institution: RWTH Aachen University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: closed
Funder: Deutsche Forschungsgemeinschaft
OpenAlex ID: W4387842336