Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory (Q2244587)
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scientific article; zbMATH DE number 7425371
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| English | Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory |
scientific article; zbMATH DE number 7425371 |
Statements
Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory (English)
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12 November 2021
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high-dimensional data
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long-memory
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covariance matrix estimation
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precision matrix estimation
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minimax optimal convergence rates
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matrix norm
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0.8451631665229797
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0.7994218468666077
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0.7952703833580017
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0.7849587798118591
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