Testing for high-dimensional white noise
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Cites work
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- Analysis of Financial Time Series
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- Max-sum tests for cross-sectional independence of high-dimensional panel data
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- The Equal Probability Test and its Applications to Some Simultaneous Inference Problems
- The Multivariate Portmanteau Statistic
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- Time series: Theory and methods
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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