Two sample tests for high-dimensional autocovariances (Q830592): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Mean vector testing for high-dimensional dependent observations
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+Sparse seasonal and periodic vector autoregressive modeling
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+Periodic dynamic factor models: estimation approaches and applications
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+Q4882268
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+Consistency of large dimensional sample covariance matrix under weak dependence
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+Two-Sample Test of High Dimensional Means Under Dependence
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+High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics
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+Testing for high-dimensional white noise using maximum cross-correlations
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+Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
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+A two-sample test for high-dimensional data with applications to gene-set testing
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+Covariance and precision matrix estimation for high-dimensional time series
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+Tests for High-Dimensional Covariance Matrices
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+Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
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+Central limit theorems and bootstrap in high dimensions
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+A two-step estimator for large approximate dynamic factor models based on Kalman filtering
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+TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
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+Testing equality of stationary autocovariances
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+Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
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+Long-Range Dependence and Self-Similarity
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+Computing Communities in Large Networks Using Random Walks
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+Communities in Networks
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+Bootstrap consistency for quadratic forms of sample averages with increasing dimension
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+Spectral clustering and the high-dimensional stochastic blockmodel
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+Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
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+Estimation of large covariance and precision matrices from temporally dependent observations
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+Why Are Big Data Matrices Approximately Low Rank?
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+Asymptotics of empirical eigenstructure for high dimensional spiked covariance
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+Gaussian approximation for high dimensional time series
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+Heteroscedasticity and Autocorrelation Robust Structural Change Detection
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