Hypothesis testing for high-dimensional time series via self-normalization (Q2215757)

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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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