@article{largespectraldensitymatrixestimationby,
  title = {Large Spectral Density Matrix Estimation by Thresholding},
  author = {Yiming Sun and Yige Li and Amy Kuceyeski and Sumanta Basu},
  year = {2018},
  eprint = {1812.00532},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1812.00532v1},
}