Approximating the Inverse of Banded Matrices by Banded Matrices with Applications to Probability and Statistics

DOI10.1137/S0040585X97985224zbMath1241.60017arXiv1002.4545MaRDI QIDQ2882759

Marko Lindner, Peter J. Bickel

Publication date: 7 May 2012

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.4545

zbMATH Keywords

mixing conditionsGaussian stochastic processeshigh dimensional statistical inferenceinfinite band-dominated matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Gaussian processes (60G15) Linear operators on special spaces (weighted shifts, operators on sequence spaces, etc.) (47B37)

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