Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594): Difference between revisions

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Latest revision as of 18:57, 24 July 2024

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Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
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    Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (English)
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    11 March 2021
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    high-dimensional time series
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    locally stationary processes
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    second-order statistics
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    convergence rate
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    Hanson-Wright-type inequalities
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