Pages that link to "Item:Q2656594"

The following pages link to Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594):

Displaying 9 items.

• On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
• On adaptive covariance and spectrum estimation of locally stationary multivariate processes (Q2409117) (← links)
• Inferential theory for generalized dynamic factor models (Q6150524) (← links)
• Graphical models for nonstationary time series (Q6183745) (← links)
• Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)
• High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity (Q6597259) (← links)
• FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series (Q6626256) (← links)
• Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)
• Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)