Eigenvalue distribution of large sample covariance matrices of linear processes (Q4915078): Difference between revisions
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Revision as of 13:02, 19 April 2024
scientific article; zbMATH DE number 6154586
| Language | Label | Description | Also known as |
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| English | Eigenvalue distribution of large sample covariance matrices of linear processes |
scientific article; zbMATH DE number 6154586 |
Statements
16 April 2013
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eigenvalue distribution
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fractionally integrated ARMA process
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limiting spectral distribution
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linear process
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random matrix theory
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sample covariance matrix
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math.PR
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math.ST
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stat.TH
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