Covariance matrix estimation for stationary time series (Q450046): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claims
Property / author
 
Property / author: Han Xiao / rank
Normal rank
 
Property / author
 
Property / author: Wei-Biao Wu / rank
Normal rank
 

Revision as of 23:16, 11 February 2024

scientific article
Language Label Description Also known as
English
Covariance matrix estimation for stationary time series
scientific article

    Statements

    Covariance matrix estimation for stationary time series (English)
    0 references
    0 references
    3 September 2012
    0 references
    autocovariance matrix
    0 references
    banding
    0 references
    large deviations
    0 references
    physical dependence measure
    0 references
    short range dependence
    0 references
    spectral density
    0 references
    stationary processes
    0 references
    tapering
    0 references
    thresholding
    0 references
    Toeplitz matrix
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references