On the Marčenko-Pastur law for linear time series (Q2343959)

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On the Marčenko-Pastur law for linear time series
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    title
    On the Marčenko-Pastur law for linear time series (English)
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    DOI
    10.1214/14-AOS1294
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    author
    Haoyang Liu
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    Alexander Aue
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    Debashis Paul
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    publication date
    11 May 2015
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    zbMATH DE Number
    6435113
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    zbMATH Keywords
    autocovariance matrices
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    empirical spectral distribution
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    high-dimensional statistics
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    linear time series
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    Marčenko-Pastur law
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    Stieltjes transform
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    arXiv ID
    1310.7270
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    cites work
    Q4807277
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    Q5290629
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    Q4840212
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    Q5421705
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    Q5312885
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    Q5388761
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    OpenAlex ID
    W3101538458
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