Hypothesis testing for high-dimensional time series via self-normalization

Hypothesis testing for high-dimensional time series via self-normalization
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通过自归一化对高维时间序列进行假设检验

DOI:
10.1214/19-aos1904
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发表时间:
2020
期刊:
The Annals of Statistics
影响因子:
--
通讯作者:
Shao, Xiaofeng
Shao, Xiaofeng
中科院分区:
--
文献类型:
--
作者:
Wang, Runmin;Shao, Xiaofeng

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