Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660)
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scientific article; zbMATH DE number 6289387
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| default for all languages | No label defined |
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| English | Asymptotic theory for maximum deviations of sample covariance matrix estimates |
scientific article; zbMATH DE number 6289387 |
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Asymptotic theory for maximum deviations of sample covariance matrix estimates (English)
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28 April 2014
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high dimensional analysis
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tapering
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test for bandedness
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test for covariance structure
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test for stationarity
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0.7647085189819336
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0.7574584484100342
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0.7559476494789124
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0.7541437745094299
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0.7541202306747437
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