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 45 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)
- Uniform change point tests in high dimension (Q892243) (← links)
- Estimating large correlation matrices for international migration (Q1624816) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
- Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data (Q2064853) (← links)
- Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
- A note on moment inequality for quadratic forms (Q2251689) (← links)
- Time series modeling on dynamic networks (Q2283569) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
- Spectral analysis of high-dimensional time series (Q2326992) (← links)
- High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
- Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- (Q5004044) (← links)
- ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
- Spectral Correlation Hub Screening of Multivariate Time Series (Q5358736) (← links)
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q5881081) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
- Rejoinder of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965318) (← links)
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971055) (← 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)
- Prediction in Locally Stationary Time Series (Q6620858) (← links)
- Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models (Q6626232) (← links)
- Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model (Q6626344) (← links)
- A comparison of methods for estimating the determinant of high-dimensional covariance matrix (Q6636158) (← links)
