Gaussian Approximation for High Dimensional Time Series

27 August 2015

Papers citing "Gaussian Approximation for High Dimensional Time Series"

50 / 52 papers shown

Title
Robust Max Statistics for High-Dimensional Inference Mingshuo Liu Miles E. Lopes 79 1 0 25 Sep 2024
Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density Jens-Peter Kreiss Anne Leucht E. Paparoditis 59 0 0 17 Jul 2024
Bayesian Inference for High-dimensional Time Series by Latent Process Modeling Arkaprava Roy Anindya Roy S. Ghosal AI4TS 125 0 0 07 Mar 2024
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations Anders Bredahl Kock David Preinerstorfer 110 3 0 19 Oct 2023
Statistical inference of high-dimensional vector autoregressive time series with non-i.i.d. innovations Yunyi Zhang 49 1 0 11 Oct 2023
A Bootstrap Hypothesis Test for High-Dimensional Mean Vectors Alexander Giessing Jianqing Fan 62 2 0 03 Sep 2023
Memory of recurrent networks: Do we compute it right? Giovanni Ballarin Lyudmila Grigoryeva Juan-Pablo Ortega 72 4 0 02 May 2023
Sparse High-Dimensional Vector Autoregressive Bootstrap R. Adámek Stephan Smeekes Ines Wilms 91 1 0 02 Feb 2023
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting Jonathan B. Hill 62 1 0 22 Jan 2023
Simultaneous Inference of a Partially Linear Model in Time Series Jiaqi Li Likai Chen Kun-Ho Kim Tianwei Zhou 63 1 0 19 Dec 2022
High-dimensional Berry-Esseen Bound for $m$ -Dependent Random Samples Heejong Bong Arun K. Kuchibhotla Alessandro Rinaldo 53 1 0 10 Dec 2022
A Global Wavelet Based Bootstrapped Test of Covariance Stationarity Jonathan B. Hill Tianqi Li 92 1 0 25 Oct 2022
High-dimensional Data Bootstrap Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 87 32 0 19 May 2022
Sequential Gaussian approximation for nonstationary time series in high dimensions Fabian Mies A. Steland 76 15 0 07 Mar 2022
Debiased and threshold ridge regression for linear model with heteroskedastic and dependent error Yunyi Zhang D. Politis 46 1 0 26 Oct 2021
Graphical models for nonstationary time series Sumanta Basu S. Subba Rao 159 6 0 17 Sep 2021
Empirical process theory for nonsmooth functions under functional dependence Nathawut Phandoidaen S. Richter 51 1 0 19 Aug 2021
Wavelet eigenvalue regression in high dimensions P. Abry B. C. Boniece G. Didier H. Wendt 75 4 0 09 Aug 2021
Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data Daisuke Kurisu Kengo Kato Xiaofeng Shao 125 12 0 19 Mar 2021
Nearly optimal central limit theorem and bootstrap approximations in high dimensions Victor Chernozhukov Denis Chetverikov Yuta Koike 106 43 0 17 Dec 2020
Simultaneous inference for time-varying models Sayar Karmakar S. Richter Wei Biao Wu 67 36 0 26 Nov 2020
Testing (Infinitely) Many Zero Restrictions Jonathan B. Hill 103 0 0 03 Nov 2020
Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap Yunyi Zhang D. Politis 54 12 0 17 Sep 2020
Inference for high-dimensional exchangeable arrays Harold D. Chiang Kengo Kato Yuya Sasaki 93 12 0 10 Sep 2020
Slightly Conservative Bootstrap for Maxima of Sums Hang Deng 66 9 0 31 Jul 2020
Lasso Inference for High-Dimensional Time Series R. Adámek Stephan Smeekes Ines Wilms AI4TS 105 35 0 21 Jul 2020
Berry-Esseen Bounds for Projection Parameters and Partial Correlations with Increasing Dimension Arun K. Kuchibhotla Alessandro Rinaldo Larry A. Wasserman 61 6 0 19 Jul 2020
Empirical process theory for locally stationary processes Nathawut Phandoidaen S. Richter 73 7 0 11 Jul 2020
Frequency Detection and Change Point Estimation for Time Series of Complex Oscillation Hau‐Tieng Wu Zhou Zhou 64 6 0 05 May 2020
Statistical Inference for High Dimensional Panel Functional Time Series Zhou Zhou Holger Dette 67 14 0 12 Mar 2020
High-dimensional Central Limit Theorems by Stein's Method Xiao Fang Yuta Koike 99 42 0 29 Jan 2020
Improved Central Limit Theorem and bootstrap approximations in high dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 109 74 0 22 Dec 2019
All of Linear Regression Arun K. Kuchibhotla L. Brown A. Buja Junhui Cai 66 9 0 14 Oct 2019
Probability inequalities for high dimensional time series under a triangular array framework Fang Han Weibiao Wu AI4TS 41 6 0 15 Jul 2019
Deviation inequalities for separately Lipschitz functionals of composition of random functions J. Dedecker P. Doukhan Xiequan Fan 55 5 0 03 Jul 2019
Sample Splitting and Weak Assumption Inference For Time Series Robert Lunde 60 2 0 20 Feb 2019
A General Theory for Large-Scale Curve Time Series via Functional Stability Measure Shaojun Guo Xinghao Qiao 80 3 0 18 Dec 2018
Algebraic tests of general Gaussian latent tree models Dennis Leung Mathias Drton 49 4 0 26 Oct 2018
Deterministic Inequalities for Smooth M-estimators Arun K. Kuchibhotla 65 8 0 13 Sep 2018
A high dimensional Central Limit Theorem for martingales, with applications to context tree models A. Belloni R. Oliveira 68 14 0 08 Sep 2018
Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance Yuta Koike 78 5 0 13 Jun 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 112 67 0 05 Jun 2018
On nonparametric inference for spatial regression models under domain expanding and infill asymptotics Daisuke Kurisu 67 9 0 25 Apr 2018
Uniform-in-Submodel Bounds for Linear Regression in a Model Free Framework Arun K. Kuchibhotla L. Brown A. Buja E. George Linda H. Zhao 65 2 0 15 Feb 2018
Finite sample change point inference and identification for high-dimensional mean vectors Mengjia Yu Xiaohui Chen 89 38 0 23 Nov 2017
Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data Yuta Koike 96 15 0 01 Sep 2017
Lasso Guarantees for $β$ -Mixing Heavy Tailed Time Series Kam Chung Wong Zifan Li Ambuj Tewari 88 25 0 03 Aug 2017
High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting Yuefeng Han R. Tsay 35 21 0 24 Jun 2017
Simultaneous Inference for High Dimensional Mean Vectors Zhipeng Lou Wei Biao Wu 37 2 0 16 Apr 2017
Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications Xiaohui Chen 100 57 0 30 Sep 2016