Video: Timothy McMurry, "High-dimensional autocovariance matrices and optimal linear prediction"

Video From 14w5157: Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond

Timothy McMurry, University of Virginia (United States)

Wednesday, April 30, 2014 09:33 - 10:01

High-dimensional autocovariance matrices and optimal linear prediction

Timothy McMurry, Video: High-dimensional autocovariance matrices and optimal linear prediction

Timothy McMurry, High-dimensional autocovariance matrices and optimal linear prediction, Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond, BIRS, BIRS talk, 14w5157, math, mathematics, video

Banff International Research Station

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84M

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201404300933-McMurry.html

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