On Statistical Inference for High-Dimensional Binary Time Series

Fuente: arXiv
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Main Authors: Dai, Dehao, Zhang, Yunyi
Format: Preprint
Published: 2025
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author Dai, Dehao
Zhang, Yunyi
author_facet Dai, Dehao
Zhang, Yunyi
contents The analysis of non-real-valued data, such as binary time series, has attracted great interest in recent years. This manuscript proposes a post-selection estimator for estimating the coefficient matrices of a high-dimensional generalized binary vector autoregressive process and establishes a Gaussian approximation theorem for the proposed estimator. Furthermore, it introduces a second-order wild bootstrap algorithm to enable statistical inference on the coefficient matrices. Numerical studies and empirical applications demonstrate the good finite-sample performance of the proposed method.
format Preprint
id arxiv_https___arxiv_org_abs_2512_00338
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On Statistical Inference for High-Dimensional Binary Time Series
Dai, Dehao
Zhang, Yunyi
Methodology
Statistics Theory
Applications
Machine Learning
The analysis of non-real-valued data, such as binary time series, has attracted great interest in recent years. This manuscript proposes a post-selection estimator for estimating the coefficient matrices of a high-dimensional generalized binary vector autoregressive process and establishes a Gaussian approximation theorem for the proposed estimator. Furthermore, it introduces a second-order wild bootstrap algorithm to enable statistical inference on the coefficient matrices. Numerical studies and empirical applications demonstrate the good finite-sample performance of the proposed method.
title On Statistical Inference for High-Dimensional Binary Time Series
topic Methodology
Statistics Theory
Applications
Machine Learning
url https://arxiv.org/abs/2512.00338