Pages that link to "Item:Q2340876"
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The following pages link to High-dimensional autocovariance matrices and optimal linear prediction (Q2340876):
Displaying 13 items.
- Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
- High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting (Q4986331) (← links)
- Estimating wold matrices and vector moving average processes (Q4997695) (← links)
- Predictive Inference for Locally Stationary Time Series With an Application to Climate Data (Q4999170) (← links)
- (Q5004044) (← links)
- Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971053) (← links)
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971055) (← links)
- Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
- Prediction in Locally Stationary Time Series (Q6620858) (← links)
