Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”

Research output: Contribution to journalArticle

Original languageEnglish (US)
Pages (from-to)801-810
Number of pages10
JournalElectronic Journal of Statistics
Volume9
DOIs
StatePublished - Jan 1 2015

Keywords

  • Optimal linear predition
  • Shrinkage
  • Sparsity

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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