Block covariance matrix estimation with structured off-diagonal blocks (Q6933092)
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scientific article; zbMATH DE number 8090466
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| English | Block covariance matrix estimation with structured off-diagonal blocks |
scientific article; zbMATH DE number 8090466 |
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Block covariance matrix estimation with structured off-diagonal blocks (English)
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5 September 2025
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partitioned covariance matrix
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autoregression of order one
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maximum likelihood estimation
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least squares estimation
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shrinking
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