On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699): Difference between revisions

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Latest revision as of 21:09, 8 July 2024

scientific article; zbMATH DE number 6325667
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English
On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
scientific article; zbMATH DE number 6325667

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    On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (English)
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    6 August 2014
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    large
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    dimensional covariance matrices
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    limiting spectral distribution
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    power spectral density function
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    vector autoregressive moving average
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