Hypothesis testing for high-dimensional time series via self-normalization (Q2215757)
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English | Hypothesis testing for high-dimensional time series via self-normalization |
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Hypothesis testing for high-dimensional time series via self-normalization (English)
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14 December 2020
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high-dimensional inference
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nonlinear time series
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pivotal limit
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self-normalization
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U-statistic
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martingale approximation
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