研究情報

吉田　耀晟 君の論文「A note on testing for homoscedasticity in high-dimensional time series」が国際誌 Research in Statistics に受理され，出版されました．

A note on testing for homoscedasticity in high-dimensional time series
We consider the problem of testing for homoscedasticity in high-dimensional time series, under the assumption that the sample size n and the dimension p satisfy p/n→c∈(0,∞) as n,p→∞. The homoscedas…

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