CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series

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Abstract

Let {Zij} be independent and identically distributed (i.i.d.) random variables with EZij = 0, E|Zij|2 = 1 and E|Zij|4 < ∞. Define linear processes Ytj =∞k=0 bkZt−k,j with∞i=0 |bi|

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Zhang, B., Pan, G., & Gao, J. (2018). CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series. Annals of Statistics, 46(5), 2186–2215. https://doi.org/10.1214/17-AOS1616

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