Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737): Difference between revisions
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Revision as of 06:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension |
scientific article |
Statements
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (English)
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6 July 2015
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asymptotics
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bootstrap
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covariance matrix
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high-dimensional data
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multivariate time series
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sample mean
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spectral density
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