Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7447489
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of linear functional of large spectral density matrix and application to Whittle's approach |
scientific article; zbMATH DE number 7447489 |
Statements
Estimation of linear functional of large spectral density matrix and application to Whittle's approach (English)
0 references
17 December 2021
0 references
linear functional of spectra
0 references
autocovariance estimation
0 references
high-dimensional non-Gaussian stationary processes
0 references
generalized thresholding
0 references
Whittle estimator
0 references
0 references
0 references
0.7758143544197083
0 references
0.7674461007118225
0 references
0.7663958668708801
0 references
0.7648481726646423
0 references
0.7647445201873779
0 references
