Inverse covariance operators of multivariate nonstationary time series (Q6201845)
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scientific article; zbMATH DE number 7824099
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse covariance operators of multivariate nonstationary time series |
scientific article; zbMATH DE number 7824099 |
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Inverse covariance operators of multivariate nonstationary time series (English)
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26 March 2024
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autoregressive parameters
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Baxter's inequality
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high-dimensional time series
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local stationarity
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partial covariance
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