Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes |
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Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (English)
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11 March 2021
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high-dimensional time series
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locally stationary processes
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second-order statistics
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convergence rate
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Hanson-Wright-type inequalities
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