Pages that link to "Item:Q489160"
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The following pages link to Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160):
Displaying 6 items.
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
- Spectral analysis of high-dimensional time series (Q2326992) (← links)
- Time series graphical Lasso and sparse VAR estimation (Q2674503) (← links)
- Intrinsic Data Depth for Hermitian Positive Definite Matrices (Q3391252) (← links)
- Tests for the existence of group effects and interactions for two-way models with dependent errors (Q6046056) (← links)
