High-dimensional Gaussian Graphical Model Testing for Long-Memory Time Series
arXiv:2609.30565v1 Announce Type: cross Abstract: Many real-world high-dimensional time series exhibit long-memory, but Gaussian graphical model testing in this regime remains understudied. We develop a direct, data-adaptive test statistic for assessing conditional independence in the graph structu…
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- 2026-09-28 04:00 · arXiv stat.ML
High-dimensional Gaussian Graphical Model Testing for Long-Memory Time Series