A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices (Q4562728)
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scientific article; zbMATH DE number 6994535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices |
scientific article; zbMATH DE number 6994535 |
Statements
A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices (English)
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18 December 2018
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optimal linear prediction
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partial autocorrelation function
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Toeplitz system
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