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

DOI10.1109/TSP.2016.2605079zbMath1414.94126arXiv1506.03832MaRDI QIDQ4619670

Xiaohui Chen, Mengyu Xu, Wei-Biao Wu

Publication date: 7 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.03832

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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