Pages that link to "Item:Q2340876"
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The following pages link to High-dimensional autocovariance matrices and optimal linear prediction (Q2340876):
Displaying 6 items.
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
- Estimating wold matrices and vector moving average processes (Q4997695) (← links)
- Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
- Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
