Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q2340877)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' |
scientific article |
Statements
Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (English)
0 references
21 April 2015
0 references
linear prediction
0 references
covariance matrix estimation
0 references
spectral density function
0 references