High-dimensional Gaussian Graphical Model Testing for Long-Memory Time Series

arXiv:2609.30565 · stat.ME, math.ST, stat.ML, stat.TH · Submitted 2026-09-24 · Read on arXiv

stat.ME, math.ST, stat.ML, stat.TH

Submitted: 2026-09-24

Updated: 2026-09-24

Terminology

• Consistency — 22× in this paper · explained in 3 episodes
• Approximation Bound — 5× in this paper · explained in 1 episode
• Sparsity — 4× in this paper · explained in 4 episodes
• Calibration — 3× in this paper · explained in 7 episodes
• Benchmark — 1× in this paper · explained in 2 episodes
• Exchangeability — 1× in this paper · explained in 2 episodes

Sources

• Bootstrapping High Dimensional Time Series

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