Pages that link to "Item:Q1708978"

The following pages link to Gaussian approximation for high dimensional vector under physical dependence (Q1708978):

Displaying 19 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Relevant change points in high dimensional time series (Q1786570) (← links)
• Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Improved central limit theorem and bootstrap approximations in high dimensions (Q2105184) (← links)
• Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
• A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
• Sequential change point detection in high dimensional time series (Q2154962) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Uniform nonparametric inference for time series (Q2227073) (← links)
• High-dimensional central limit theorems by Stein's method (Q2240863) (← links)
• On nonparametric inference for spatial regression models under domain expanding and infill asymptotics (Q2273709) (← links)
• Time series modeling on dynamic networks (Q2283569) (← links)
• Nearly optimal central limit theorem and bootstrap approximations in high dimensions (Q6104030) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
• Central limit theorems for high dimensional dependent data (Q6178582) (← links)
• Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem (Q6200224) (← links)