Estimation and inference for precision matrices of nonstationary time series

IF 3.2 1区数学 Q1 STATISTICS & PROBABILITY

Annals of Statistics Pub Date : 2020-08-01 DOI:10.1214/19-aos1894

Xiucai Ding, Zhou Zhou

引用次数: 9

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非平稳时间序列精度矩阵的估计与推理

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Annals of Statistics 数学-统计学与概率论

CiteScore

9.30

自引率

8.90%

发文量

119

审稿时长

6-12 weeks

期刊介绍： The Annals of Statistics aim to publish research papers of highest quality reflecting the many facets of contemporary statistics. Primary emphasis is placed on importance and originality, not on formalism. The journal aims to cover all areas of statistics, especially mathematical statistics and applied & interdisciplinary statistics. Of course many of the best papers will touch on more than one of these general areas, because the discipline of statistics has deep roots in mathematics, and in substantive scientific fields.