On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699): Difference between revisions
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Revision as of 22:41, 5 March 2024
scientific article; zbMATH DE number 6325667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) |
scientific article; zbMATH DE number 6325667 |
Statements
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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