Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening

DOI10.1214/22-EJS2060arXiv2006.02070MaRDI QIDQ6341980

Publication date: 3 June 2020

Multivariate distribution of statistics (62H10) Inference from stochastic processes and spectral analysis (62M15) Random matrices (algebraic aspects) (15B52)

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