Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.5705/ss.202019.0046
+Normal rank
@@ Property / OpenAlex ID @@
+W3175226528
@@ Property / OpenAlex ID: W3175226528 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5245829
@@ Property / cites work: Q5245829 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5475042
@@ Property / cites work: Q5475042 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral analysis of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Q3502462
@@ Property / cites work: Q3502462 / rank @@
+Normal rank
@@ Property / cites work @@
+A random matrix approach to VARMA processes
@@ Property / cites work: A random matrix approach to VARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5822308
@@ Property / cites work: Q5822308 / rank @@
+Normal rank
@@ Property / cites work @@
+Factor Model Forecasts of Exchange Rates
@@ Property / cites work: Factor Model Forecasts of Exchange Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
+Normal rank
@@ Property / cites work @@
+On the empirical spectral distribution for matrices with long memory and independent rows
+Normal rank
@@ Property / cites work @@
+Q5562285
@@ Property / cites work: Q5562285 / rank @@
+Normal rank
@@ Property / cites work @@
+Spurious Factor Analysis
@@ Property / cites work: Spurious Factor Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Eigenvalue distribution of large sample covariance matrices of linear processes
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of the limiting spectral distribution of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+A note on a Marčenko-Pastur type theorem for time series
+Normal rank
@@ Property / cites work @@
+CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series
+Normal rank