High-Dimensional Knockoff
High-Dimensional Knockoffs Inference for Time Series Data
High-Dimensional Knockoffs Inference for Time Series Data
arXiv:2112.09851v3 Announce Type: replace-cross
Abstract: We make some initial attempt to establish the theoretical and methodological foundation for the model-X knockoffs inference for time series data. We suggest the method of time series knockoffs inference (TSKI) by exploiting the ideas of subs…
