Pages that link to "Item:Q842930"
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The following pages link to Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930):
Displaying 15 items.
- Statistical inference for complex time series data. Abstracts from the workshop held September 22--28, 2013. (Q347169) (← links)
- A note on a Marčenko-Pastur type theorem for time series (Q654461) (← 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)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← 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)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481) (← links)
- Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813) (← links)
- On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699) (← 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)
