Covariance matrix estimation for stationary time series (Q450046): Difference between revisions
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Latest revision as of 10:56, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance matrix estimation for stationary time series |
scientific article |
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Covariance matrix estimation for stationary time series (English)
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3 September 2012
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autocovariance matrix
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banding
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large deviations
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physical dependence measure
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short range dependence
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spectral density
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stationary processes
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tapering
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thresholding
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Toeplitz matrix
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