Covariance and precision matrix estimation for high-dimensional time series

6 January 2014

Papers citing "Covariance and precision matrix estimation for high-dimensional time series"

6 / 6 papers shown

Title
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference Xiucai Ding Zhou Zhou 25 2 0 28 Jan 2024
Covariance Structure Estimation with Laplace Approximation Bongjung Sung Jaeyong Lee CML 20 1 0 04 Nov 2021
Prediction in locally stationary time series Holger Dette Weichi Wu 17 21 0 02 Jan 2020
Inference of high-dimensional linear models with time-varying coefficients Xiaohui Chen Yifeng He 34 9 0 12 Jun 2015
Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations Hai Shu B. Nan 24 20 0 16 Dec 2014
Time Varying Undirected Graphs Shuheng Zhou John D. Lafferty Larry A. Wasserman 106 240 0 20 Feb 2008