Pages that link to "Item:Q2326992"

The following pages link to Spectral analysis of high-dimensional time series (Q2326992):

Displaying 7 items.

• On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
• Time series graphical Lasso and sparse VAR estimation (Q2674503) (← links)
• The EAS approach for graphical selection consistency in vector autoregression models (Q6059467) (← links)
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
• Graphical models for nonstationary time series (Q6183745) (← links)
• Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)