Covariance and precision matrix estimation for high-dimensional time series (Q2443210)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance and precision matrix estimation for high-dimensional time series |
scientific article |
Statements
Covariance and precision matrix estimation for high-dimensional time series (English)
0 references
4 April 2014
0 references
high-dimensional inference
0 references
sparsity
0 references
covariance matrix
0 references
precision matrix
0 references
thresholding
0 references
Lasso
0 references
dependence
0 references
functional dependence measure
0 references
consistency
0 references
Nagaev inequality
0 references
nonstationary time series
0 references
spatial-temporal processes
0 references
