Open Access
Translator Disclaimer
2015 Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”
Wei Biao Wu
Electron. J. Statist. 9(1): 789-791 (2015). DOI: 10.1214/15-EJS1010

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

Download 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

Information

Received: 1 February 2015; Published: 2015
First available in Project Euclid: 2 April 2015

zbMATH: 1309.62156
MathSciNet: MR3331857
Digital Object Identifier: 10.1214/15-EJS1010

Subjects:
Primary: 62M10
Secondary: 62H12

Keywords: covariance matrix estimation , Linear prediction , spectral density function

Rights: Copyright © 2015 The Institute of Mathematical Statistics and the Bernoulli Society

JOURNAL ARTICLE
3 PAGES


SHARE
Vol.9 • No. 1 • 2015
Back to Top