The following pages link to (Q3643299):
Displaying 50 items.
- Multi-scale detection of rate changes in spike trains with weak dependencies (Q146398) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- Minimax optimal estimation of general bandable covariance matrices (Q391515) (← links)
- Limiting spectral distribution of sample autocovariance matrices (Q396002) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Monitoring test for stability of copula parameter in time series (Q488592) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Panel data segmentation under finite time horizon (Q897629) (← links)
- Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Relevant change points in high dimensional time series (Q1786570) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Weighted covariance matrix estimation (Q2002720) (← links)
- Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
- High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
- A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
- A recursive approach for determining matrix inverses as applied to causal time series processes (Q2272457) (← links)
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)
- Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q2340877) (← links)
- Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q2340878) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- SURE-tuned tapering estimation of large covariance matrices (Q2361207) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Bayesian sparse covariance decomposition with a graphical structure (Q2631381) (← links)
- Limited memory BFGS method for least squares semidefinite programming with banded structure (Q2674941) (← links)
- Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202) (← links)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- Estimating wold matrices and vector moving average processes (Q4997695) (← links)
- (Q5004044) (← links)
- Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
- Tuning-parameter selection in regularized estimations of large covariance matrices (Q5222349) (← links)
- Graph-Guided Banding of the Covariance Matrix (Q5231506) (← links)
