Bootstrapping High Dimensional Time Series

4 June 2014

Papers citing "Bootstrapping High Dimensional Time Series"

5 / 5 papers shown

Title
Sparse High-Dimensional Vector Autoregressive Bootstrap R. Adámek Stephan Smeekes Ines Wilms 26 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
Finite sample change point inference and identification for high-dimensional mean vectors Mengjia Yu Xiaohui Chen 14 37 0 23 Nov 2017
Gaussian Approximation for High Dimensional Time Series Danna Zhang W. Wu 23 127 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