A new test statistic and bootstrap for independence testing of high-dimensional nonstationary time series that avoids whitening by removing temporal dependence bias under the null.
Proceedings of the National Academy of Sciences , volume =
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
citation-role summary
method 1
citation-polarity summary
fields
math.ST 2years
2026 2verdicts
UNVERDICTED 2roles
method 1polarities
use method 1representative citing papers
A consistent two-stage GPH-filtered Hannan-Rissanen generalized information criterion for selecting finite AR and MA orders in ARFIMA models with growing candidate sets.
citing papers explorer
-
Tests for Independence of High-Dimensional Nonstationary Time Series
A new test statistic and bootstrap for independence testing of high-dimensional nonstationary time series that avoids whitening by removing temporal dependence bias under the null.