Pages that link to "Item:Q3088327"

The following pages link to Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (Q3088327):

Displaying 10 items.

• Spectral densities of Wishart-Lévy free stable random matrices (Q977577) (← links)
• Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices (Q2438626) (← links)
• Constructing analytically tractable ensembles of stochastic covariances with an application to financial data (Q3302163) (← links)
• Spectra of large time-lagged correlation matrices from random matrix theory (Q3303093) (← links)
• Identifiability of parametric random matrix models (Q4960406) (← links)
• Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
• From Synaptic Interactions to Collective Dynamics in Random Neuronal Networks Models: Critical Role of Eigenvectors and Transient Behavior (Q5131178) (← links)
• Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models (Q5197371) (← links)
• Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations (Q5876982) (← links)
• Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model (Q5876985) (← links)