April 17, 2014

Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series
Yulia Gel
University of Waterloo

This web presentation contains the audio and slides of a lecture given at the Fields Institute on June 9, 2011 as part of the International Workshop on Perspectives on High-dimensional Data Analysis.

Listen to audio presentation:

If the format you are requesting has not been viewed recently, expect a 20-30 second delay while it is rebuilt.

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

Shown: slide 9, large size.   Previous Slide | Next Slide | Switch to small size

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 Image of Slide