Bootstrapping High Dimensional Time Series

4 June 2014

Papers citing "Bootstrapping High Dimensional Time Series"

4 / 4 papers shown

Title
Sparse High-Dimensional Vector Autoregressive Bootstrap R. Adámek Stephan Smeekes Ines Wilms 21 1 0 02 Feb 2023
A Global Wavelet Based Bootstrapped Test of Covariance Stationarity Jonathan B. Hill Tianqi Li 16 1 0 25 Oct 2022
Gaussian Approximation for High Dimensional Time Series Danna Zhang W. Wu 21 127 0 27 Aug 2015
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation Yumou Qiu Songxi Chen 54 65 0 16 Aug 2012