Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845): Difference between revisions

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Latest revision as of 02:23, 29 July 2024

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Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices
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    Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (English)
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    23 May 2022
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    covariance matrix
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    high-dimensional vectors
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    hypothesis testing
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    sparsity
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    support recovery
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    time series
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