Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594)
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scientific article; zbMATH DE number 7319863
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| English | Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes |
scientific article; zbMATH DE number 7319863 |
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Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (English)
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11 March 2021
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high-dimensional time series
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locally stationary processes
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second-order statistics
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convergence rate
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Hanson-Wright-type inequalities
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0.8347663879394531
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0.8087834715843201
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0.8038835525512695
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0.7906610369682312
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