Pages that link to "Item:Q872084"

The following pages link to Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084):

Displaying 7 items.

• A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
• Autoregressive frequency detection using regularized least squares (Q972897) (← links)
• Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
• Nonparametric Anomaly Detection on Time Series of Graphs (Q5066461) (← links)
• Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971054) (← links)
• On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
• Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)