Baek, Changryong; Gates, Katheleen M.; Leinwand, Benjamin; Pipiras, Vladas Two sample tests for high-dimensional autocovariances. (English) Zbl 1510.62350 Comput. Stat. Data Anal. 153, Article ID 107067, 18 p. (2021). MSC: 62M10 62H15 62P10 PDFBibTeX XMLCite \textit{C. Baek} et al., Comput. Stat. Data Anal. 153, Article ID 107067, 18 p. (2021; Zbl 1510.62350) Full Text: DOI
Baek, Changryong; Davis, Richard A.; Pipiras, Vladas Periodic dynamic factor models: estimation approaches and applications. (English) Zbl 1409.62167 Electron. J. Stat. 12, No. 2, 4377-4411 (2018). MSC: 62M10 62H25 62J07 PDFBibTeX XMLCite \textit{C. Baek} et al., Electron. J. Stat. 12, No. 2, 4377--4411 (2018; Zbl 1409.62167) Full Text: DOI Euclid