Covariance and precision matrix estimation for high-dimensional time series (Q2443210)
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scientific article; zbMATH DE number 6279919
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| English | Covariance and precision matrix estimation for high-dimensional time series |
scientific article; zbMATH DE number 6279919 |
Statements
Covariance and precision matrix estimation for high-dimensional time series (English)
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4 April 2014
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high-dimensional inference
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sparsity
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covariance matrix
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precision matrix
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thresholding
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Lasso
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dependence
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functional dependence measure
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consistency
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Nagaev inequality
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nonstationary time series
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spatial-temporal processes
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0.8527636528015137
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0.8527393937110901
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0.8451631665229797
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0.8347663879394531
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0.8217734694480896
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