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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| Format: | Article |
| Language: | English |
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MDPI AG
2024-03-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/26/3/226 |