Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842): Difference between revisions
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Revision as of 05:21, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal rates of convergence for estimating Toeplitz covariance matrices |
scientific article |
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Optimal rates of convergence for estimating Toeplitz covariance matrices (English)
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19 June 2013
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banding
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covariance matrix
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minimax lower bound
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optimal rate of convergence
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spectral norm
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tapering
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Toeplitz covariance matrix
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