Covariance Matrix Estimation for Stationary Time Series¶
Xiao, H., & Wu, W. B. (2012). Covariance Matrix Estimation for Stationary Time Series. Annals of Statistics.
Cited by¶
1 citation across 1 artifact.
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Domain-specific¶
- Persymmetric Matrix
- A mirror-symmetric Jacobi matrix used in inverse spectral theory is another, with a different carrier and purpose.
This sourceFull original paper inspected, Introduction, equations (2)–(3) and adjacent discussion. It establishes the real stationary covariance's Toeplitz form; the persymmetric inclusion follows separately from Kabal's relation.
- A mirror-symmetric Jacobi matrix used in inverse spectral theory is another, with a different carrier and purpose.
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