Spectral analysis of high-dimensional time series (Q2326992)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Spectral analysis of high-dimensional time series
scientific article

    Statements

    Spectral analysis of high-dimensional time series (English)
    0 references
    0 references
    0 references
    11 October 2019
    0 references
    0 references
    frequency domain time series
    0 references
    high dimension
    0 references
    functional dependency
    0 references
    smoothed periodogram
    0 references
    sparse precision matrix estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references