AR-sieve Bootstrap for High-dimensional Time Series

1 December 2021

Papers citing "AR-sieve Bootstrap for High-dimensional Time Series"

2 / 2 papers shown

Title
Sparse High-Dimensional Vector Autoregressive Bootstrap R. Adámek Stephan Smeekes Ines Wilms 39 1 0 02 Feb 2023
Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications Daning Bi Xiao Han Adam Nie Yanrong Yang 24 0 0 10 Jan 2022