Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(4 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s42081-021-00120-4 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s42081-021-00120-4 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3154931427 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5631966 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of high dimension low sample size asymptotics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularized estimation in sparse high-dimensional time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Covariance regularization by thresholding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularized estimation of large covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3947020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factor Modelling for High-Dimensional Time Series: Inference and Model Selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Covariance and precision matrix estimation for high-dimensional time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: A central limit theorem for stationary processes and the parameter estimation of linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A penalized empirical likelihood method in high dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Thresholding of Large Covariance Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of large covariance and precision matrices from temporally dependent observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On estimation of the integrals of the fourth order cumulant spectral density / rank
 
Normal rank
Property / cites work
 
Property / cites work: ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S42081-021-00120-4 / rank
 
Normal rank

Latest revision as of 04:18, 10 December 2024

scientific article
Language Label Description Also known as
English
Estimation of linear functional of large spectral density matrix and application to Whittle's approach
scientific article

    Statements

    Estimation of linear functional of large spectral density matrix and application to Whittle's approach (English)
    0 references
    0 references
    0 references
    0 references
    17 December 2021
    0 references
    linear functional of spectra
    0 references
    autocovariance estimation
    0 references
    high-dimensional non-Gaussian stationary processes
    0 references
    generalized thresholding
    0 references
    Whittle estimator
    0 references

    Identifiers