Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA |
scientific article |
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Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (English)
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18 December 2021
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largest eigenvalue
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VARMA
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sample covariance matrix
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Tracy-Window law
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