TY - JOUR AU - Bours, Monika AU - Steland, Ansgar TI - Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models JO - Scandinavian journal of statistics : SJS SN - 1467-9469 CY - Oxford PB - Wiley-Blackwell M1 - RWTH-2021-02185 SP - 371-374 PY - 2021 N1 - First published: 14 December 2020 T2 - 4. Workshop on Goodness‐of‐Fit, Change‐Point and Related Problems CY - 6 Sep 2019 - 8 Sep 2019, Trento (Italy) Y2 - 6 Sep 2019 - 8 Sep 2019 M2 - Trento, Italy LB - PUB:(DE-HGF)16 ; PUB:(DE-HGF)8 UR - <Go to ISI:>//WOS:000613984600001 DO - DOI:10.1111/sjos.12508 UR - https://publications.rwth-aachen.de/record/814369 ER -