Pages that link to "Item:Q2405110"
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The following pages link to Large-sample approximations for variance-covariance matrices of high-dimensional time series (Q2405110):
Displaying 7 items.
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
- Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance (Q1757253) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
- Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting (Q4965652) (← links)
- Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
- Are minimum variance portfolios in multi-factor models long in low-beta assets? (Q6594803) (← links)
