Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971055): Difference between revisions

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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Covariance and precision matrix estimation for high-dimensional time series
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+Q2844450
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+Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
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+High-dimensional autocovariance matrices and optimal linear prediction
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