Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813)
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scientific article; zbMATH DE number 7484108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral distribution of the sample covariance of high-dimensional time series with unit roots |
scientific article; zbMATH DE number 7484108 |
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Spectral distribution of the sample covariance of high-dimensional time series with unit roots (English)
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4 March 2022
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empirical spectral distribution
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Feller-Pareto distribution
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non-stationary time series
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sample covariance
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Stieltjes transform
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