Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices

Testing and estimating change-points in the covariance matrix of a high-dimensional time series

(2020) Ansgar Steland   JOURNAL OF MULTIVARIATE ANALYSIS

Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models

(2020) Monika Bours et al.   SCANDINAVIAN JOURNAL OF STATISTICS

Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage

(2018) Ansgar Steland et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES

(2017) Wei Biao Wu et al.   ECONOMETRIC THEORY

Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings

(2016) Victor Chernozhukov et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Regularized estimation in sparse high-dimensional time series models

(2015) Sumanta Basu et al.   ANNALS OF STATISTICS

Testing equality of spectral densities using randomization techniques

(2015) Carsten Jentsch et al.   BERNOULLI

Detection of Multiple Structural Breaks in Multivariate Time Series

(2015) Philip Preuss et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Komlós–Major–Tusnády approximation under dependence

(2014) István Berkes et al.   ANNALS OF PROBABILITY

A central limit theorem for stationary random fields

(2012) Mohamed El Machkouri et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Testing for Change Points in Time Series

(2010) Xiaofeng Shao et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

The Dependent Wild Bootstrap

(2010) Xiaofeng Shao   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES

(2009) Weidong Liu et al.   ECONOMETRIC THEORY

Strong approximation for a class of stationary processes

(2008) Weidong Liu et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS