%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