Changryong Baek, Marie-Christine Düker, V. Pipiras
{"title":"Local Whittle estimation of high-dimensional long-run variance and precision matrices","authors":"Changryong Baek, Marie-Christine Düker, V. Pipiras","doi":"10.1214/23-aos2330","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":22375,"journal":{"name":"The Annals of Statistics","volume":"158 ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"The Annals of Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/23-aos2330","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}