Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (Q2074296)
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| English | Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series |
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Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (English)
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9 February 2022
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high dimensional statistics
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independence test
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random matrices
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spectral analysis
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time series
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0.850124180316925
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0.7819109559059143
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0.759429931640625
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0.7515767216682434
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0.7483943700790405
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