Pages that link to "Item:Q1955842"

The following pages link to Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842):

Displaying 21 items.

• Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
• Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
• Estimation of functionals of sparse covariance matrices (Q892255) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
• Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
• Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
• New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
• Covariance estimation under one-bit quantization (Q2112828) (← links)
• Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
• Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)
• Estimating wold matrices and vector moving average processes (Q4997695) (← links)
• Rates of convergence in conditional covariance matrix with nonparametric entries estimation (Q5077524) (← links)
• Spectral-norm risk rates for multi-taper estimation of Gaussian processes (Q5078831) (← links)
• Multitaper Estimation on Arbitrary Domains (Q5143308) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)