Pages that link to "Item:Q2414089"
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The following pages link to Estimation of large covariance and precision matrices from temporally dependent observations (Q2414089):
Displaying 8 items.
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory (Q2244587) (← links)
- Spectral analysis of high-dimensional time series (Q2326992) (← links)
- Strong law of large numbers for functionals of random fields with unboundedly increasing covariances (Q5104497) (← links)
- Scalable Bayesian matrix normal graphical models for brain functional networks (Q6050951) (← links)
- Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)
