Pages that link to "Item:Q3107199"
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The following pages link to Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199):
Displayed 13 items.
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- Group-wise semiparametric modeling: a SCSE approach (Q321904) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- Nonparametric Anomaly Detection on Time Series of Graphs (Q5066461) (← links)
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971054) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
- Semiparametric partial common principal component analysis for covariance matrices (Q6079248) (← links)