Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Wei-Biao Wu / rank | |||
| Property / author | |||
| Property / author: Wei-Biao Wu / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: FinTS / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 08:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes |
scientific article |
Statements
Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (English)
0 references
11 March 2021
0 references
high-dimensional time series
0 references
locally stationary processes
0 references
second-order statistics
0 references
convergence rate
0 references
Hanson-Wright-type inequalities
0 references
