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An algebraic estimator for large spectral density matrices

An algebraic estimator for large spectral density matrices

M. Barigozzi
M. Farné
ArXiv (abs)PDFHTML

Papers citing "An algebraic estimator for large spectral density matrices"

4 / 4 papers shown
Title
Sparse Vector Autoregressive Modeling
Sparse Vector Autoregressive Modeling
Richard A. Davis
P. Zang
Tian Zheng
123
206
0
02 Jul 2012
Large Covariance Estimation by Thresholding Principal Orthogonal Complements
Large Covariance Estimation by Thresholding Principal Orthogonal Complements
Jianqing Fan
Yuan Liao
Martina Mincheva
136
855
0
30 Dec 2011
Latent variable graphical model selection via convex optimization
Latent variable graphical model selection via convex optimization
V. Chandrasekaran
P. Parrilo
A. Willsky
CML
207
509
0
06 Aug 2010
Covariance regularization by thresholding
Covariance regularization by thresholding
Peter J. Bickel
Elizaveta Levina
204
1,273
0
20 Jan 2009