Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
m rollbackEdits.php mass rollback Tag: Rollback |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00440-012-0422-7 / rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2068135051 / rank | |||
Revision as of 18:32, 21 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal rates of convergence for estimating Toeplitz covariance matrices |
scientific article |
Statements
Optimal rates of convergence for estimating Toeplitz covariance matrices (English)
0 references
19 June 2013
0 references
banding
0 references
covariance matrix
0 references
minimax lower bound
0 references
optimal rate of convergence
0 references
spectral norm
0 references
tapering
0 references
Toeplitz covariance matrix
0 references
