Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468)
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scientific article; zbMATH DE number 7603103
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| English | Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening |
scientific article; zbMATH DE number 7603103 |
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Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (English)
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18 October 2022
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separable sample covariance matrix
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long range dependence
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whitening
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Toeplitz matrix
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high-dimensional PCA
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