On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066)
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scientific article; zbMATH DE number 7636964
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| English | On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime |
scientific article; zbMATH DE number 7636964 |
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On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (English)
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23 December 2022
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high dimensional statistics
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independence test
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spectral analysis
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time series
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0.850124180316925
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0.7530624270439148
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0.7486333847045898
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0.7460631132125854
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0.7450831532478333
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