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

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+https://doi.org/10.5705/ss.202019.0046
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+Spectral analysis of large dimensional random matrices
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+A random matrix approach to VARMA processes
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+Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
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+On the empirical spectral distribution for matrices with long memory and independent rows
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+Analysis of the limiting spectral distribution of large dimensional random matrices
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+A note on a Marčenko-Pastur type theorem for time series
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+CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series
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+Publication:5037813