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Author

Jiyang Wang

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Preprint Aug 2026

Factor-Adjusted Location Tests for High-Dimensional Time Series

We study high-dimensional one-sample mean testing for time series with strong common serial dependence driven by latent dynamic factors. After estimating the dynamic factor loading space from lagged autocovariance, we project the data onto its orthogonal complement and construct three factor-adjusted tests: a max test...

Jiyang Wang, Xi-Fen Huang, Long Feng · 0 citations

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