Pages that link to "Item:Q1687112"
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The following pages link to Gaussian approximation for high dimensional time series (Q1687112):
Displaying 46 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- Volatility coupling (Q2054472) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Improved central limit theorem and bootstrap approximations in high dimensions (Q2105184) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
- Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
- Empirical process theory for nonsmooth functions under functional dependence (Q2154954) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Uniform nonparametric inference for time series (Q2227073) (← links)
- High-dimensional central limit theorems by Stein's method (Q2240863) (← links)
- On nonparametric inference for spatial regression models under domain expanding and infill asymptotics (Q2273709) (← links)
- Time series modeling on dynamic networks (Q2283569) (← links)
- Deviation inequalities for separately Lipschitz functionals of composition of random functions (Q2320152) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
- (Q5004044) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
- Nearly optimal central limit theorem and bootstrap approximations in high dimensions (Q6104030) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)
- Robust multiscale estimation of time-average variance for time series segmentation (Q6166922) (← links)
- Detecting changes in correlation networks with application to functional connectivity of fMRI data (Q6175696) (← links)
- Central limit theorems for high dimensional dependent data (Q6178582) (← links)
- Graphical models for nonstationary time series (Q6183745) (← links)
- Bridging factor and sparse models (Q6183755) (← links)
- Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem (Q6200224) (← links)
- Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)
- A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations (Q6580275) (← links)
- High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity (Q6597259) (← links)
- Change-point inference in high-dimensional regression models under temporal dependence (Q6608677) (← links)
- Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models (Q6626232) (← links)
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data (Q6631682) (← links)
- Frequency Detection and Change Point Estimation for Time Series of Complex Oscillation (Q6631695) (← links)
- Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)
- Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)
