Pages that link to "Item:Q2454407"
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The following pages link to Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407):
Displaying 16 items.
- Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
- On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
- Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) (Q1745672) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
- Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
- A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2339574) (← links)
- On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
- On singular value distribution of large-dimensional autocovariance matrices (Q2348447) (← links)
- On the behavior of large empirical autocovariance matrices between the past and the future (Q3385480) (← links)
- Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481) (← 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)
- Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965317) (← links)
- On singular values of data matrices with general independent columns (Q6172191) (← links)