1. A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices. (17th September 2018) Authors: Proietti, Tommaso; Giovannelli, Alessandro Journal: Biometrika Issue: Volume 105:Number 4(2018:Dec.) Page Start: 783 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗