Pages that link to "Item:Q282527"
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The following pages link to Estimation of inverse autocovariance matrices for long memory processes (Q282527):
Displaying 6 items.
- Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
- Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS (Q2936573) (← links)
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971054) (← links)
- Representation theorems in finite prediction, with applications (Q6117935) (← links)