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
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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
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来源期刊
Annals of Statistics
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.
期刊最新文献
ON BLOCKWISE AND REFERENCE PANEL-BASED ESTIMATORS FOR GENETIC DATA PREDICTION IN HIGH DIMENSIONS. RANK-BASED INDICES FOR TESTING INDEPENDENCE BETWEEN TWO HIGH-DIMENSIONAL VECTORS. Single index Fréchet regression Graphical models for nonstationary time series On lower bounds for the bias-variance trade-off
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