Abstract
In this note I provide some discussion on the paper by “High-dimensional auto covariance matrices and optimal linear prediction” by T. McMurry and D. Politis.
Citation
Wei Biao Wu. "Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”." Electron. J. Statist. 9 (1) 789 - 791, 2015. https://doi.org/10.1214/15-EJS1010
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