Pages that link to "Item:Q2305977"
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The following pages link to Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977):
Displaying 10 items.
- On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
- Testing for common autocorrelation in data-rich environments (Q2997941) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
- A testing approach to clustering scalar time series (Q6135376) (← links)
- Bootstrap Tests for High-Dimensional White-Noise (Q6586904) (← links)
- Spatial-sign-based high-dimensional white noises test (Q6660343) (← links)
