Statistical Inference for High-Dimensional Spectral Density Matrix
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- A Review of Seasonal Adjustment Diagnostics
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A frequency-domain based test for non-correlation between stationary time series
- A generalized portmanteau test for independence between two stationary time series
- ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES
- Adaptive bandwidth choice
- An Algebraic Estimator for Large Spectral Density Matrices
- Asymptotic spectral theory for nonlinear time series
- Asymptotic theory of statistical inference for time series
- Asymptotics of spectral density estimates
- Central limit theorems and bootstrap in high dimensions
- Central limit theorems for high dimensional dependent data
- Confidence regions for entries of a large precision matrix
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
- Covariance regularization by thresholding
- Cramér-type moderate deviations for Studentized two-sample U-statistics with applications
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- Gaussian approximation for high dimensional time series
- Gaussian approximation for high dimensional vector under physical dependence
- Gaussian approximation of suprema of empirical processes
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Gaussian graphical model estimation with false discovery rate control
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- High-dimensional central limit theorems by Stein's method
- Improved central limit theorem and bootstrap approximations in high dimensions
- Inference on Causal and Structural Parameters using Many Moment Inequalities
- Model selection and estimation in the Gaussian graphical model
- On convergence rates of suprema
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime
- Quantile coherency: A general measure for dependence between cyclical economic variables
- Quantile spectral processes: asymptotic analysis and inference
- Randomized incomplete \(U\)-statistics in high dimensions
- Shrinkage estimation in the frequency domain of multivariate time series
- Spectral analysis of high-dimensional time series
- Statistical Inferences for Complex Dependence of Multimodal Imaging Data
- Structural shrinkage of nonparametric spectral estimators for multivariate time series
- Testing for high-dimensional white noise using maximum cross-correlations
- Testing the martingale difference hypothesis in high dimension
- The generalized shrinkage estimator for the analysis of functional connectivity of brain signals
- Time series. Data analysis and theory.
This page was built for publication: Statistical Inference for High-Dimensional Spectral Density Matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6910873)
