Pages that link to "Item:Q2339574"
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The following pages link to A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2339574):
Displayed 4 items.
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
- Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
- Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481) (← links)
- Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models (Q5079835) (← links)