output
19992026
most citedSparsistency and rates of convergence in large covariance matrix estimation

421 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2016 · math.STShow all

4 papers · 2 filters

math.ST2016

On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities

Stefan Birr, Holger Dette, Marc Hallin +2

The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is established via an asymptotic representation result involving Wigner-Ville spectra.

math.ST2016★ 27 cited

Local M-estimation with Discontinuous Criterion for Dependent and Limited Observations

Myung Hwan Seo, Taisuke Otsu

This paper examines asymptotic properties of local M-estimators under three sets of high-level conditions. These conditions are sufficiently general to cover the minimum volume pre…

math.ST2016

Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables

Andreas Anastasiou

The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a long established result. Explicit bounds for the distributional distance between the distribution of the MLE…

math.ST2016★ 31 cited

Central limit theorems for long range dependent spatial linear processes

S. N. Lahiri, Peter M. Robinson

Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a -dimensional lattice. This region need not be rectangular,…