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@ARTICLE{Bours:814369,
      author       = {Bours, Monika and Steland, Ansgar},
      title        = {{L}arge‐sample approximations and change testing for
                      high‐dimensional covariance matrices of multivariate
                      linear time series and factor models},
      journal      = {Scandinavian journal of statistics : SJS},
      issn         = {1467-9469},
      address      = {Oxford},
      publisher    = {Wiley-Blackwell},
      reportid     = {RWTH-2021-02185},
      pages        = {371-374},
      year         = {2021},
      note         = {First published: 14 December 2020},
      month         = {Sep},
      date          = {2019-9-6},
      organization  = {4. Workshop on Goodness‐of‐Fit,
                       Change‐Point and Related Problems,
                       Trento (Italy), 6 Sep 2019 - 8 Sep
                       2019},
      cin          = {116110 / 110000},
      ddc          = {310},
      cid          = {$I:(DE-82)116110_20140620$ / $I:(DE-82)110000_20140620$},
      typ          = {PUB:(DE-HGF)16 / PUB:(DE-HGF)8},
      UT           = {WOS:000613984600001},
      doi          = {10.1111/sjos.12508},
      url          = {https://publications.rwth-aachen.de/record/814369},
}