A new class of large-sample covariance and spectral density matrix estimators is proposed based on the notion of flat-top kernels. The new estimators are shown to be higher-order accurate when ...
In this paper, we present new error bounds for the Lanczos method and the shift-and-invert Lanczos method for computing e -Ï„A v for a large sparse symmetric positive ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback