Semi-parametric inference for large-scale data with temporally dependent noise
From MaRDI portal
Publication:6184895
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A novel partial-linear single-index model for time series data
- Adaptive thresholding for sparse covariance matrix estimation
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
- Banding sample autocovariance matrices of stationary processes
- Covariance matrix estimation for stationary time series
- Estimation for single-index and partially linear single-index integrated models
- Estimation of the error autocorrelation matrix in semiparametric model for fMRI data
- Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
- Inference of Trends in Time Series
- Local linear quantile estimation for nonstationary time series
- Minimax estimation of large covariance matrices under \(\ell_1\)-norm
- On the root-\(n\)-consistent semiparametric estimation of partially linear models
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Optimal rates of convergence for covariance matrix estimation
- Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
- Regularized estimation of large covariance matrices
- Root-N-Consistent Semiparametric Regression
- Semiparametric detection of significant activation for brain fMRI
- Semiparametric estimation in triangular system equations with nonstationarity
- Semiparametric estimation of generalized transformation panel data models with nonstationary error
- Statistical Issues in fMRI for Brain Imaging
- Statistical inference in partially time-varying coefficient models
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Subsampling
- Testing parametric assumptions of trends of a nonstationary time series
This page was built for publication: Semi-parametric inference for large-scale data with temporally dependent noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6184895)