Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971054)
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scientific article; zbMATH DE number 6427968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' |
scientific article; zbMATH DE number 6427968 |
Statements
Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (English)
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21 April 2015
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regularization
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time series
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prediction
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autocovariance estimation
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