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%0 Journal Article
%A Bours, Monika
%A Steland, Ansgar
%T Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models
%J Scandinavian journal of statistics : SJS
%@ 1467-9469
%C Oxford
%I Wiley-Blackwell
%M RWTH-2021-02185
%P 371-374
%D 2021
%Z First published: 14 December 2020
%B 4. Workshop on Goodness‐of‐Fit, Change‐Point and Related Problems
%C 6 Sep 2019 - 8 Sep 2019, Trento (Italy)
Y2 6 Sep 2019 - 8 Sep 2019
M2 Trento, Italy
%F PUB:(DE-HGF)16 ; PUB:(DE-HGF)8
%9 Journal ArticleContribution to a conference proceedings
%U <Go to ISI:>//WOS:000613984600001
%R 10.1111/sjos.12508
%U https://publications.rwth-aachen.de/record/814369