Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of linear functional of large spectral density matrix and application to Whittle's approach |
scientific article |
Statements
Estimation of linear functional of large spectral density matrix and application to Whittle's approach (English)
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17 December 2021
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linear functional of spectra
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autocovariance estimation
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high-dimensional non-Gaussian stationary processes
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generalized thresholding
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Whittle estimator
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