On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699): Difference between revisions

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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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+Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
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+Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
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+Analysis of the limiting spectral distribution of large dimensional random matrices
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