Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleLarge‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models.AuthorsBours, Monika; Steland, AnsgarPublicationScandinavian Journal of Statistics, 2021, Vol 48, Issue 2, p610ISSN0303-6898Publication typeArticleDOI10.1111/sjos.12508