Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension |
scientific article |
Statements
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (English)
0 references
6 July 2015
0 references
asymptotics
0 references
bootstrap
0 references
covariance matrix
0 references
high-dimensional data
0 references
multivariate time series
0 references
sample mean
0 references
spectral density
0 references
0 references
0 references
0 references
0 references
0 references
