Pages that link to "Item:Q2936573"
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The following pages link to ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS (Q2936573):
Displaying 6 items.
- Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
- Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application (Q2181731) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors (Q6135357) (← links)
