Pages that link to "Item:Q3107199"
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The following pages link to Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199):
Displayed 5 items.
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971054) (← links)
