Mean tests for high-dimensional time series
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Publication:6671912
DOI10.5705/ss.202022.0147MaRDI QIDQ6671912
Song Xi Chen, Shu-Yi Zhang, Yumou Qiu
Publication date: 27 January 2025
Published in: STATISTICA SINICA (Search for Journal in Brave)
high dimensionalityU-statisticslong-run variance estimationspatial and temporal dependence\(L_2\)-type test
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