84 citations · 103 across the 8 of their papers we have counts for
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math.ST2019★ 3 cited
Estimation of the Kronecker Covariance Model by Quadratic Form
Oliver B. Linton, Haihan Tang
We propose a new estimator, the quadratic form estimator, of the Kronecker product model for covariance matrices. We show that this estimator has good properties in the large dimen…
math.ST2019
Multiscale clustering of nonparametric regression curves
Michael Vogt, Oliver Linton
In a wide range of modern applications, we observe a large number of time series rather than only a single one. It is often natural to suppose that there is some group structure in…