High dimensional regression coefficient test with high frequency data (Q6854613)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 8162962
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | High dimensional regression coefficient test with high frequency data |
scientific article; zbMATH DE number 8162962 |
Statements
High dimensional regression coefficient test with high frequency data (English)
0 references
24 February 2026
0 references
high dimensionality
0 references
time-varying regression coefficient process
0 references
high frequency data
0 references
hypothesis tests
0 references
sum-type test
0 references
max-type test
0 references
asymptotic independence
0 references
Fisher's combination test
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
