Covariance and precision matrix estimation for high-dimensional time series (Q2443210)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance and precision matrix estimation for high-dimensional time series |
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Covariance and precision matrix estimation for high-dimensional time series (English)
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4 April 2014
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high-dimensional inference
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sparsity
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covariance matrix
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precision matrix
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thresholding
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Lasso
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dependence
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functional dependence measure
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consistency
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Nagaev inequality
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nonstationary time series
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spatial-temporal processes
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