Pages that link to "Item:Q654461"

The following pages link to A note on a Marčenko-Pastur type theorem for time series (Q654461):

Displaying 27 items.

• Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
• Statistical inference for complex time series data. Abstracts from the workshop held September 22--28, 2013. (Q347169) (← links)
• Limiting spectral distribution of sample autocovariance matrices (Q396002) (← links)
• Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
• Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes (Q497762) (← links)
• On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
• Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) (Q1745672) (← links)
• LLN for quadratic forms of long memory time series and its applications in random matrix theory (Q1800494) (← 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)
• On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
• On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries (Q2348299) (← links)
• Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model (Q2666454) (← links)
• Singular value distribution of dense random matrices with block Markovian dependence (Q2689908) (← links)
• The limiting spectral distribution in terms of spectral density (Q2800841) (← links)
• Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0 (Q3179762) (← links)
• Efficient computation of limit spectra of sample covariance matrices (Q3459159) (← links)
• Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
• Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813) (← links)
• Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements (Q5046631) (← links)
• On the limit of the spectral distribution of large-dimensional random quaternion covariance matrices (Q5370956) (← links)
• Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
• Marchenko–Pastur law with relaxed independence conditions (Q6063726) (← links)
• Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)
• On singular values of data matrices with general independent columns (Q6172191) (← links)