On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series (Q5092958)
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scientific article; zbMATH DE number 7562971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series |
scientific article; zbMATH DE number 7562971 |
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On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series (English)
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26 July 2022
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large random matrices
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Stieltjes transform
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correlated time series
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sample block correlation matrices
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