On testing for high-dimensional white noise
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Publication:2284378
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- On testing for high-dimensional white noise
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Cited in
(30)- Testing of hypotheses about the dispersion of nonstationary white Gaussian noise
- On eigenvalue distributions of large autocovariance matrices
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime
- Max-sum tests for cross-sectional independence of high-dimensional panel data
- Finite sample theory for high-dimensional functional/scalar time series with applications
- Hypothesis testing for high-dimensional time series via self-normalization
- On testing for high-dimensional white noise
- Identifying the number of factors using a white noise test
- Singular value distribution of dense random matrices with block Markovian dependence
- On portmanteau-type tests for nonlinear multivariate time series
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
- Testing for trends in high-dimensional time series
- Testing for high-dimensional white noise using maximum cross-correlations
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- Polynomial whitening for high-dimensional data
- On testing for high-dimensional white noise
- A frequency-domain test for multivariate white noise
- Bootstrap Tests for High-Dimensional White-Noise
- Threshold network GARCH model
- Spatial-sign-based high-dimensional white noises test
- An automatic multi-scale test for serial correlation of high-dimensional time series
- Correlation tests and sample spectral coherence matrix in the high-dimensional regime
- Rank based tests for high dimensional white noise
- Wiener-type integral approximation for sampling distributions of irregularly spaced spatial data
- A rank based method for testing ARCH effect and serial correlation of high-dimensional time series
- Generalized Spectral Tests for Multivariate Martingale Difference Hypotheses
- Testing for high-dimensional white noise
- Adaptive strategy of testing alphas in high dimensional linear factor pricing models
- A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
- Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
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