Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117)
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scientific article; zbMATH DE number 6976421
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive test for mean vectors of high-dimensional time series data with factor structure |
scientific article; zbMATH DE number 6976421 |
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Adaptive test for mean vectors of high-dimensional time series data with factor structure (English)
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12 November 2018
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approximate factor model
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data-adaptive test
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high-dimensional time series
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multiplier bootstrap
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