机译:高维时间序列的精确矩阵线性函数的正则估计
Department of Statistics, University of Illinois at Urbana-Champaign, Champaign, IL, USA;
Department of Statistics, University of Central Florida, Orlando, FL, USA;
Department of Statistics, University of Chicago, Chicago, IL, USA;
Estimation; Time series analysis; Convergence; Portfolios; Covariance matrices; Technological innovation; Resource management;
机译:稀疏高维时间序列模型中的正则估计
机译:高维时间序列的协方差和精确矩阵估计
机译:多元线性时间序列和因子模型的高维协方差矩阵的大样本近似和变化测试
机译:高维时间序列预测的时间正则化矩阵分解
机译:长记忆高维时间序列的协方差和精密矩阵的估计
机译:高维协方差和精确矩阵的鲁棒估计
机译:精度矩阵线性泛函的正则化估计 高维时间序列