Pages that link to "Item:Q5024496"
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The following pages link to ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496):
Displaying 8 items.
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Large-Scale Estimation of Variance and Covariance Components (Q4325710) (← links)
- (Q5004044) (← links)
- Some inequalities for covariance with applications in statistics (Q5877849) (← links)
- Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series (Q6047123) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)