Pages that link to "Item:Q2443210"

The following pages link to Covariance and precision matrix estimation for high-dimensional time series (Q2443210):

Displaying 34 items.

• Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
• Tuning-Free Heterogeneity Pursuit in Massive Networks (Q148592) (← links)
• Robust inference of risks of large portfolios (Q308377) (← links)
• Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
• Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
• Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
• Two sample tests for high-dimensional autocovariances (Q830592) (← links)
• Generalized principal component analysis for moderately non-stationary vector time series (Q830695) (← links)
• Uniform change point tests in high dimension (Q892243) (← links)
• Estimating large correlation matrices for international migration (Q1624816) (← links)
• Confidence regions for entries of a large precision matrix (Q1668572) (← links)
• Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data (Q2064853) (← links)
• Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
• High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
• Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• A note on moment inequality for quadratic forms (Q2251689) (← links)
• Time series modeling on dynamic networks (Q2283569) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
• Spectral analysis of high-dimensional time series (Q2326992) (← links)
• High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
• Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
• Covariance structure estimation with Laplace approximation (Q6074739) (← links)
• Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
• Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)