Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468): Difference between revisions
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Revision as of 15:34, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening |
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Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (English)
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18 October 2022
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separable sample covariance matrix
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long range dependence
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whitening
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Toeplitz matrix
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high-dimensional PCA
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