文章基本信息

标题：Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”
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作者：Wei Biao Wu
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2015
卷号：9
期号：1
页码：789-791
DOI：10.1214/15-EJS1010
语种：English
出版社：Institute of Mathematical Statistics
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. Politis.
关键词：Linear prediction;covariance matrix estimation, spectral density function.