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Efficient nonparametric estimation of Toeplitz covariance matrices (Q6637911)

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scientific article; zbMATH DE number 7943949
Language Label Description Also known as
English
Efficient nonparametric estimation of Toeplitz covariance matrices
scientific article; zbMATH DE number 7943949

    Statements

    title
    Efficient nonparametric estimation of Toeplitz covariance matrices (English)
    0 references
    author
    Karolina Klockmann
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    Tatyana Krivobokova
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    published in
    Biometrika
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    publication date
    13 November 2024
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    zbMATH Keywords
    discrete cosine transform
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    periodogram
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    spectral density
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    variance-stabilizing transform
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    Whittle likelihood
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    Identifiers

    zbMATH DE Number
    7943949
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