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Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series - MaRDI portal

Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series (Q4619670)

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scientific article; zbMATH DE number 7014985
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Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series
scientific article; zbMATH DE number 7014985

    Statements

    title
    Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series (English)
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    author
    Xiaohui Chen
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    Mengyu Xu
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    Wei-Biao Wu
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    publication date
    7 February 2019
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    Identifiers

    zbMATH DE Number
    7014985
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    arXiv ID
    1506.03832
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