Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842): Difference between revisions

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Latest revision as of 12:49, 6 July 2024

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Optimal rates of convergence for estimating Toeplitz covariance matrices
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    Optimal rates of convergence for estimating Toeplitz covariance matrices (English)
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    19 June 2013
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    banding
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    covariance matrix
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    minimax lower bound
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    optimal rate of convergence
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    spectral norm
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    tapering
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    Toeplitz covariance matrix
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