Pages that link to "Item:Q5384447"
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The following pages link to Testing for high-dimensional white noise using maximum cross-correlations (Q5384447):
Displaying 24 items.
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
- Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
- Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data (Q2196217) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← 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)
- Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977) (← links)
- Identifying the number of factors using a white noise test (Q2322652) (← links)
- Spectral analysis of high-dimensional time series (Q2326992) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
- Central limit theorems for high dimensional dependent data (Q6178582) (← links)
- A frequency-domain test for multivariate white noise (Q6537377) (← links)
- Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence (Q6579426) (← links)
- Bootstrap Tests for High-Dimensional White-Noise (Q6586904) (← links)
- Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data (Q6617741) (← links)
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data (Q6631682) (← links)
- Spatial-sign-based high-dimensional white noises test (Q6660343) (← links)
