On eigenvalue distributions of large autocovariance matrices (Q2094572)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On eigenvalue distributions of large autocovariance matrices |
scientific article; zbMATH DE number 7609674
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On eigenvalue distributions of large autocovariance matrices |
scientific article; zbMATH DE number 7609674 |
Statements
On eigenvalue distributions of large autocovariance matrices (English)
0 references
31 October 2022
0 references
Girko's Hermitization principle
0 references
eigenvalue distribution
0 references
large autocovariance matrix
0 references
least singular value
0 references
0 references
0 references
0.8494354486465454
0 references
0.8228545784950256
0 references
0.8202471137046814
0 references
0.8176724314689636
0 references
0.8002861142158508
0 references
