On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime |
scientific article |
Statements
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (English)
0 references
23 December 2022
0 references
high dimensional statistics
0 references
independence test
0 references
spectral analysis
0 references
time series
0 references
0 references
