Pages that link to "Item:Q2348447"
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The following pages link to On singular value distribution of large-dimensional autocovariance matrices (Q2348447):
Displaying 7 items.
- On eigenvalue distributions of large autocovariance matrices (Q2094572) (← links)
- Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
- Singular value distribution of dense random matrices with block Markovian dependence (Q2689908) (← links)
- On the behavior of large empirical autocovariance matrices between the past and the future (Q3385480) (← links)
- On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime (Q3459155) (← links)
- On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series (Q5092958) (← links)
- On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices (Q6168126) (← links)
