Pages that link to "Item:Q2284378"
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The following pages link to On testing for high-dimensional white noise (Q2284378):
Displaying 14 items.
- Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
- On eigenvalue distributions of large autocovariance matrices (Q2094572) (← links)
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
- Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Singular value distribution of dense random matrices with block Markovian dependence (Q2689908) (← links)
- On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- A frequency-domain test for multivariate white noise (Q6537377) (← links)
- Bootstrap Tests for High-Dimensional White-Noise (Q6586904) (← links)
- Threshold network GARCH model (Q6636846) (← links)
- Spatial-sign-based high-dimensional white noises test (Q6660343) (← links)
