Change-point inference in high-dimensional regression models under temporal dependence

DOI10.1214/24-aos2380MaRDI QIDQ6608677

Yi Yu, Hao-Tian Xu, Daren Wang, Zifeng Zhao

Publication date: 20 September 2024

Published in: The Annals of Statistics (Search for Journal in Brave)

zbMATH Keywords

confidence intervallong-run variancehigh-dimensional linear regressiontemporal dependencechange-point inference

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Robustness and adaptive procedures (parametric inference) (62F35)

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