Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models (Q5079835): Difference between revisions

Latest revision as of 02:56, 29 July 2024

scientific article; zbMATH DE number 7533587

Language	Label	Description	Also known as
English	Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models	scientific article; zbMATH DE number 7533587

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instance of

scholarly article

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title

Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models (English)

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Communications in Statistics - Theory and Methods

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publication date

30 May 2022

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zbMATH Keywords

limiting spectral distribution

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large dimension

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sample covariance matrices

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VARMA models

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kernel estimators

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610926.2020.1745842

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cites work

Convergence rates to the Marchenko-Pastur type distribution

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Spectral analysis of large dimensional random matrices

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A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix

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Q3502462

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Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes

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Limiting spectral distribution of sample autocovariance matrices

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Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements

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Error bounds for kernel density estimator of spectral distribution for Gaussian unitary ensembles

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Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA

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Nonparametric estimate of spectral density functions of sample covariance matrices: a first step

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On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture

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Analysis of the limiting spectral distribution of large dimensional random matrices

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The limiting spectral distribution for large sample covariance matrices with unbounded<i>m</i>-dependent entries

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Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices

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Identifiers

DOI

10.1080/03610926.2020.1745842

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5079835

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2020.1745842
+Normal rank
@@ Property / OpenAlex ID @@
+W3018298467
@@ Property / OpenAlex ID: W3018298467 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence rates to the Marchenko-Pastur type distribution
+Normal rank
@@ Property / cites work @@
+Spectral analysis of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix
+Normal rank
@@ Property / cites work @@
+Q3502462
@@ Property / cites work: Q3502462 / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes
+Normal rank
@@ Property / cites work @@
+Limiting spectral distribution of sample autocovariance matrices
+Normal rank
@@ Property / cites work @@
+Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements
+Normal rank
@@ Property / cites work @@
+Error bounds for kernel density estimator of spectral distribution for Gaussian unitary ensembles
+Normal rank
@@ Property / cites work @@
+Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
+Normal rank
@@ Property / cites work @@
+Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
+Normal rank
@@ Property / cites work @@
+On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
+Normal rank
@@ Property / cites work @@
+Analysis of the limiting spectral distribution of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+The limiting spectral distribution for large sample covariance matrices with unbounded<i>m</i>-dependent entries
+Normal rank
@@ Property / cites work @@
+Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices
+Normal rank