Covariance matrix estimation for stationary time series (Q450046): Difference between revisions

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-Han Xiao
@@ Property / author: Han Xiao / rank @@
-Normal rank
@@ Property / author @@
-Wei-Biao Wu
@@ Property / author: Wei-Biao Wu / rank @@
-Normal rank
@@ Property / author @@
+Wei-Biao Wu
@@ Property / author: Wei-Biao Wu / rank @@
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+On large-sample estimation for the mean of a stationary random sequence
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+The maximum of the periodogram
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+Spectral analysis of large dimensional random matrices
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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
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+Large deviations for quadratic forms of stationary Gaussian processes
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+Covariance regularization by thresholding
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+Regularized estimation of large covariance matrices
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+Large deviations for quadratic functionals of Gaussian processes
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+Block length selection in the bootstrap for time series
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+Optimal rates of convergence for covariance matrix estimation
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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+Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
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+ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
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+Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
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+Covariance matrix estimation for stationary time series
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