Pages that link to "Item:Q282456"

The following pages link to Large sample behaviour of high dimensional autocovariance matrices (Q282456):

Displaying 20 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)
• Principal components in linear mixed models with general bulk (Q820811) (← links)
• Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) (Q1745672) (← links)
• Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application (Q2181731) (← links)
• On testing for high-dimensional white noise (Q2284378) (← links)
• Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
• Singular value distribution of dense random matrices with block Markovian dependence (Q2689908) (← links)
• (Q2874344) (← links)
• Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0 (Q3179762) (← 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 the Spectrum of Sample Covariance Matrices for Time Series (Q4580422) (← links)
• On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series (Q5092958) (← links)
• Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes (Q6133488) (← links)
• High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)
• Spectrum of high-dimensional sample covariance and related matrices: a selective review (Q6645567) (← links)
• A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions (Q6671911) (← links)