On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices (Q6168126)
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scientific article; zbMATH DE number 7723945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices |
scientific article; zbMATH DE number 7723945 |
Statements
On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices (English)
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8 August 2023
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auto-correlation matrix
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auto-covariance matrix
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largest eigenvalue
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limiting spectral distribution
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random matrix theory
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