An Algebraic Estimator for Large Spectral Density Matrices (Q6154009)
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scientific article; zbMATH DE number 7820399
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | An Algebraic Estimator for Large Spectral Density Matrices |
scientific article; zbMATH DE number 7820399 |
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An Algebraic Estimator for Large Spectral Density Matrices (English)
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19 March 2024
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dynamic rank
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generalized dynamic factor model
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large spectral density matrix
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sparsity
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