A Blockwise Bootstrap-Based Two-Sample Test for High-Dimensional Time Series

A Blockwise Bootstrap-Based Two-Sample Test for High-Dimensional Time Series

We propose a two-sample testing procedure for high-dimensional time series. To obtain the asymptotic distribution of our <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mo>ℓ</mo><mo>∞<...

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Bibliographic Details
Main Author: Lin Yang
Format: Article
Language:English
Published: MDPI AG 2024-03-01
Series:Entropy
Subjects:
two-sample testing
high-dimensional time series
α-mixing
Gaussian approximation
blockwise bootstrap
Online Access:https://www.mdpi.com/1099-4300/26/3/226

Internet

https://www.mdpi.com/1099-4300/26/3/226

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