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Citation: Clifford Lam et Qiwei Yao, FACTOR MODELING FOR HIGH-DIMENSIONAL TIME SERIES: INFERENCE FOR THE NUMBER OF FACTORS, Annals of statistics , 40(2), 2012, pp. 694-726

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Citation: Zeng Li et al., On testing for high-dimensional white noise, Annals of statistics , 47(6), 2019, pp. 3382-3412