Hypothesis testing for high-dimensional time series via self-normalization (Q2215757)
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scientific article; zbMATH DE number 7285312
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| English | Hypothesis testing for high-dimensional time series via self-normalization |
scientific article; zbMATH DE number 7285312 |
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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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0.814867377281189
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0.7600377798080444
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0.7538468241691589
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0.7408921122550964
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0.7366069555282593
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