Pages that link to "Item:Q450046"

The following pages link to Covariance matrix estimation for stationary time series (Q450046):

Displaying 28 items.

• Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
• Multi-scale detection of rate changes in spike trains with weak dependencies (Q146398) (← links)
• Variance inequalities for quadratic forms with applications (Q259859) (← links)
• Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
• Robust inference of risks of large portfolios (Q308377) (← links)
• Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
• Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
• Limiting spectral distribution of sample autocovariance matrices (Q396002) (← links)
• Change-point analysis in increasing dimension (Q444964) (← links)
• Covariance matrix estimation for stationary time series (Q450046) (← links)
• On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
• Numerical instability of calculating inverse of spatial covariance matrices (Q1687210) (← links)
• A novel partial-linear single-index model for time series data (Q1727926) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis (Q2105191) (← links)
• Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
• Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q2340878) (← links)
• Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
• A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
• Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
• Covariance structure estimation with Laplace approximation (Q6074739) (← links)
• Nonparametric estimation of a smooth trend in the presence of a periodic sequence (Q6101699) (← links)
• Convolution-based linear discriminant analysis for functional data classification (Q6180217) (← links)
• Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)