Wei Biao Wu - Testing for Trends in High-dimensional Time Series


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4 months ago by
Wu Slides (click here)
Community: WHOA-PSI 2017

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4 months ago by
For the CLTfor quadratic forms theorem, is there a chi-square approximation with increasing degrees of freedom that might be approached more quickly?
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4 months ago by
Indeed, in a key step in our proof we use mixtures of chisq random variables with increasing number of terms and different weights.
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