Pages that link to "Item:Q4580422"

The following pages link to On the Spectrum of Sample Covariance Matrices for Time Series (Q4580422):

Displaying 2 items.

• Controlling the least eigenvalue of a random Gram matrix (Q286141) (← links)
• High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)