Pages that link to "Item:Q2443210"
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The following pages link to Covariance and precision matrix estimation for high-dimensional time series (Q2443210):
Displaying 11 items.
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Tuning-Free Heterogeneity Pursuit in Massive Networks (Q148592) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- Generalized principal component analysis for moderately non-stationary vector time series (Q830695) (← links)
- Covariance structure estimation with Laplace approximation (Q6074739) (← links)
- Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
- Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
