Bootstrap Tests for High-Dimensional White-Noise
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Publication:6586904
DOI10.1080/07350015.2021.2008407zbMATH Open1542.62147MaRDI QIDQ6586904FDOQ6586904
Authors: L. Y. Wang, Efang Kong, Yingcun Xia 
Publication date: 13 August 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
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- Inference on Causal and Structural Parameters using Many Moment Inequalities
- Testing for high-dimensional white noise using maximum cross-correlations
- Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
- On blocking rules for the bootstrap with dependent data
- Consistent Testing for Serial Correlation of Unknown Form
- An adaptive two-sample test for high-dimensional means
- The dependent wild bootstrap
- Properties of moments of a family of GARCH processes
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness
- Spectral tests of the martingale hypothesis under conditional heteroscedasticity
- Bootstraps for time series
- Title not available (Why is that?)
- Rates of convergence for empirical processes of stationary mixing sequences
- On testing for high-dimensional white noise
- A max-correlation white noise test for weakly dependent time series
- Testing serial correlations in high-dimensional time series via extreme value theory
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