A Global Wavelet Based Bootstrapped Test of Covariance Stationarity

25 October 2022

Papers citing "A Global Wavelet Based Bootstrapped Test of Covariance Stationarity"

2 / 2 papers shown

Title
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 55 220 0 21 Jan 2013
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 126 362 0 19 Nov 2009