Gaussian Approximation for High Dimensional Time Series

27 August 2015

Papers citing "Gaussian Approximation for High Dimensional Time Series"

13 / 13 papers shown

Title
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations Anders Bredahl Kock David Preinerstorfer 26 3 0 19 Oct 2023
Sparse High-Dimensional Vector Autoregressive Bootstrap R. Adámek Stephan Smeekes Ines Wilms 26 1 0 02 Feb 2023
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting Jonathan B. Hill 29 0 0 22 Jan 2023
A Global Wavelet Based Bootstrapped Test of Covariance Stationarity Jonathan B. Hill Tianqi Li 16 1 0 25 Oct 2022
High-dimensional Data Bootstrap Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 29 28 0 19 May 2022
Graphical models for nonstationary time series Sumanta Basu S. Subba Rao 62 6 0 17 Sep 2021
Wavelet eigenvalue regression in high dimensions P. Abry B. C. Boniece G. Didier H. Wendt 17 4 0 09 Aug 2021
Inference for high-dimensional exchangeable arrays Harold D. Chiang Kengo Kato Yuya Sasaki 32 12 0 10 Sep 2020
Lasso Inference for High-Dimensional Time Series R. Adámek Stephan Smeekes Ines Wilms AI4TS 14 33 0 21 Jul 2020
Improved Central Limit Theorem and bootstrap approximations in high dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 30 74 0 22 Dec 2019
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 24 67 0 05 Jun 2018
Finite sample change point inference and identification for high-dimensional mean vectors Mengjia Yu Xiaohui Chen 14 37 0 23 Nov 2017
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 55 221 0 21 Jan 2013