On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066)
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scientific article
| Language | Label | Description | Also known as |
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| English | On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime |
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On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (English)
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23 December 2022
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high dimensional statistics
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independence test
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spectral analysis
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time series
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