On testing for high-dimensional white noise

v1v2 (latest)

On testing for high-dimensional white noise

10 August 2018

Zeng Li

ArXiv (abs)PDF HTML

Papers citing "On testing for high-dimensional white noise"

14 / 14 papers shown

Title
HDTSA: An R package for high-dimensional time series analysis Jinyuan Chang Jing He Chen Lin Qiwei Yao AI4TS 68 0 0 23 Dec 2024
Adaptive L-statistics for high dimensional test problem Huifang Ma Long Feng Zhaojun Wang 49 1 0 18 Oct 2024
Graph Deep Learning for Time Series Forecasting Andrea Cini Ivan Marisca Daniele Zambon Cesare Alippi AI4TS AI4CE 120 16 0 24 Oct 2023
Spatial-sign based High Dimensional White Noises Test Ping Zhao Dachuan Chen Zhaojun Wang 15 4 0 19 Mar 2023
Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging Weilin Chen Clifford Lam 56 12 0 08 Aug 2022
Singular value distribution of dense random matrices with block Markovian dependence J. Sanders Alexander Van Werde 108 4 0 28 Apr 2022
AZ-whiteness test: a test for uncorrelated noise on spatio-temporal graphs Daniele Zambon Cesare Alippi 50 7 0 23 Apr 2022
Rank Based Tests for High Dimensional White Noise Dachuan Chen Fengyi Song Long Feng 41 2 0 18 Apr 2022
IID Time Series Testing A. Sarantsev AI4TS 16 0 0 19 Mar 2022
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime A. Rosuel P. Loubaton P. Vallet 27 5 0 24 Jun 2021
Max-sum tests for cross-sectional dependence of high-demensional panel data Long Feng Tiefeng Jiang Binghui Liu Wei Xiong 43 15 0 08 Jul 2020
Finite Sample Theory for High-Dimensional Functional/Scalar Time Series with Applications Qin Fang Shaojun Guo Xinghao Qiao 58 8 0 16 Apr 2020
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications Huiqin Li Yanqing Yin Shu-rong Zheng 34 4 0 23 Jan 2019
Joint CLT for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application Weiming Li Zeng Li Jianfeng Yao 20 1 0 20 Jan 2018