Pages that link to "Item:Q2036316"
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The following pages link to Estimation of autocovariance matrices for high dimensional linear processes (Q2036316):
Displaying 15 items.
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- On the estimation of structured covariance matrices (Q1937493) (← links)
- Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory (Q2244587) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions (Q2405106) (← links)
- More on explicit estimators for a banded covariance matrix (Q2814800) (← links)
- Shrinkage estimation for the autocovariance matrix of vector-valued Gaussian stationary processes (Q2815613) (← links)
- ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS (Q2936573) (← links)
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202) (← links)
- Higher order approximations for autocovariances from linear processes with applications (Q3782624) (← links)
- A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices (Q4562728) (← links)
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971053) (← links)
