Covariance matrix estimation for stationary time series (Q450046)
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scientific article; zbMATH DE number 6075622
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Covariance matrix estimation for stationary time series |
scientific article; zbMATH DE number 6075622 |
Statements
Covariance matrix estimation for stationary time series (English)
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3 September 2012
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autocovariance matrix
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banding
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large deviations
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physical dependence measure
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short range dependence
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spectral density
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stationary processes
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tapering
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thresholding
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Toeplitz matrix
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0.8527636528015137
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0.8311858773231506
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0.8038835525512695
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0.7975335121154785
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0.7949633002281189
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