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High-Dimensional Time Series Inference by 2601416914 is a document available to read on EtoBox.
This paper presents statistical inference procedures for coherence and partial coherence in high-dimensional time series analysis, focusing on the development of consistent estimators and testing hypotheses regarding these parameters. The authors introduce a max-type test statistic for evaluating coherence and partial coherence across frequencies, along with methods for controlling the false discovery rate in multiple testing scenarios. Applications to brain connectivity models using EEG data are also discu
- Author
- 2601416914
- Language
- EN