Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468): Difference between revisions

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+Spectral analysis of large dimensional random matrices
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+Q4788718
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+Asymptotics of the sample mean and sample covariance of long-range-dependent series
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+Estimation of inverse autocovariance matrices for long memory processes
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+ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications
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+On the extreme eigenvalues of Hermitian (block) Toeplitz matrices
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+On the Performance of MUSIC With Toeplitz Rectification in the Context of Large Arrays
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+Estimation of Toeplitz Covariance Matrices in Large Dimensional Regime With Application to Source Detection
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+Covariances Estimation for Long-Memory Processes
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+Large Sample Covariance Matrices and High-Dimensional Data Analysis
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