Optimal Gaussian Approximation For Multiple Time Series
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Publication:5134482
DOI10.5705/ss.202017.0303zbMath1457.62395arXiv2001.10164OpenAlexW3104923484WikidataQ129340555 ScholiaQ129340555MaRDI QIDQ5134482
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Publication date: 16 November 2020
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.10164
functional central limit theoremweak dependenceGaussian approximationfunctional dependence measureapproximation bounds and rates
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Functional limit theorems; invariance principles (60F17)
Related Items (5)
Mean stationarity test in time series: a signal variance-based approach ⋮ Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices ⋮ Rates of convergence in invariance principles for random walks on linear groups via martingale methods ⋮ Time-varying auto-regressive models for count time-series ⋮ Simultaneous inference for time-varying models
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