High-dimensional autocovariance matrices and optimal linear prediction (Q2340876)
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scientific article; zbMATH DE number 6427965
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| English | High-dimensional autocovariance matrices and optimal linear prediction |
scientific article; zbMATH DE number 6427965 |
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High-dimensional autocovariance matrices and optimal linear prediction (English)
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21 April 2015
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autocovariance matrix
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time series
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prediction
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spectral density
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0.8359829783439636
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0.8244863748550415
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0.7664927244186401
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0.7641617655754089
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