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Estimation and inference for precision matrices of non-stationary time
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Estimation and inference for precision matrices of non-stationary time series

3 March 2018
Xiucai Ding
Zhou Zhou
    AI4TS
ArXiv (abs)PDFHTML

Papers citing "Estimation and inference for precision matrices of non-stationary time series"

1 / 1 papers shown
Title
Prediction in locally stationary time series
Prediction in locally stationary time series
Holger Dette
Weichi Wu
69
21
0
02 Jan 2020
1