@article{testingthemartingaledifferencehypothesis,
  title = {Testing the martingale difference hypothesis in high dimension},
  author = {Jinyuan Chang and Qing Jiang and Xiaofeng Shao},
  year = {2022},
  eprint = {2209.04770},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2209.04770v2},
}