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