Bootstrap tests for high-dimensional white-noise
Year of publication: |
2023
|
---|---|
Authors: | Wang, Lengyang ; Kong, Efang ; Xia, Yingcun |
Subject: | High-dimensional times series | Sieve bootstrap | White-noise test | Wild-bootstrap | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
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