ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS (Q2936573)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS |
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ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS (English)
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17 December 2014
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high-dimensional data
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IVAR
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spatial variable
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cross-sectional variables
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variance-covariance matrix
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marginal variance-covariance matrix
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coefficient matrix
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parameter matrix
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\(k\)-th order autocovariance matrix
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banding
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consistency
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convergence rate
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operator norm
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