Establishes finite-sample Berry-Esseen bounds and valid block bootstrap for infinity-norm errors of covariance and precision matrix estimators under long-range dependence, permitting sub-exponential dimension growth.
Deviant functional magnetic resonance imaging patterns of brain activity to speech in 2–3-year-old children with autism spectrum disorder,
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Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series
Establishes finite-sample Berry-Esseen bounds and valid block bootstrap for infinity-norm errors of covariance and precision matrix estimators under long-range dependence, permitting sub-exponential dimension growth.