Covariance matrix estimation for stationary time series (Q450046): Difference between revisions
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| Property / author: Han Xiao / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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| Property / zbMATH DE Number: 6075622 / rank | |||
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| Property / zbMATH Keywords | |||
autocovariance matrix | |||
| Property / zbMATH Keywords: autocovariance matrix / rank | |||
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banding | |||
| Property / zbMATH Keywords: banding / rank | |||
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large deviations | |||
| Property / zbMATH Keywords: large deviations / rank | |||
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physical dependence measure | |||
| Property / zbMATH Keywords: physical dependence measure / rank | |||
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short range dependence | |||
| Property / zbMATH Keywords: short range dependence / rank | |||
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spectral density | |||
| Property / zbMATH Keywords: spectral density / rank | |||
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stationary processes | |||
| Property / zbMATH Keywords: stationary processes / rank | |||
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tapering | |||
| Property / zbMATH Keywords: tapering / rank | |||
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thresholding | |||
| Property / zbMATH Keywords: thresholding / rank | |||
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Toeplitz matrix | |||
| Property / zbMATH Keywords: Toeplitz matrix / rank | |||
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Revision as of 10:06, 30 June 2023
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)
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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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