Discussion of "High-dimensional autocovariance matrices and optimal linear prediction"

被引：0
|
作者：
Wu, Wei Biao [1 ]
机构：
[1] Univ Chicago, Dept Stat, Chicago, IL 60637 USA
来源：
ELECTRONIC JOURNAL OF STATISTICS | 2015年 / 9卷 / 01期
关键词：
Linear prediction; covariance matrix estimation; spectral density function;
D O I：
10.1214/15-EJS1010
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. Politics.
引用
收藏
页码：789 / 791
页数：3
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