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On testing for high-dimensional white noise - MaRDI portal

On testing for high-dimensional white noise

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Publication:6305281

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DOI10.1214/18-AOS1782zbMath1512.62079arXiv1808.03545MaRDI QIDQ6305281

Clifford Lam, Jian-feng Yao, Zeng Li, Qiwei Yao

Publication date: 10 August 2018

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Factorization of matrices (15A23) White noise theory (60H40)

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