Pages that link to "Item:Q4562728"
From MaRDI portal
The following pages link to A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices (Q4562728):
Displaying 6 items.
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
- A recursive approach for determining matrix inverses as applied to causal time series processes (Q2272457) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← 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)
