The following pages link to (Q3643299):
Displaying 14 items.
- Random matrix improved covariance estimation for a large class of metrics* (Q5857459) (← links)
- A note on limiting distribution of the sample auto-covariance function for the first-order autoregressive (AR(1)) model (Q5864793) (← links)
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL (Q5880768) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
- An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso (Q6104410) (← links)
- Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
- Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)
- Target selection in shrinkage estimation of covariance matrix: a structural similarity approach (Q6540901) (← links)
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression (Q6616600) (← links)
- Prediction in Locally Stationary Time Series (Q6620858) (← links)
- Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting (Q6620922) (← links)
- Post-processed posteriors for banded covariances (Q6650967) (← links)
- Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)
- Validating approximate slope homogeneity in large panels (Q6664673) (← links)
