Eigenvalue distribution of large sample covariance matrices of linear processes (Q4915078)
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scientific article; zbMATH DE number 6154586
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| English | Eigenvalue distribution of large sample covariance matrices of linear processes |
scientific article; zbMATH DE number 6154586 |
Statements
16 April 2013
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eigenvalue distribution
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fractionally integrated ARMA process
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limiting spectral distribution
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linear process
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random matrix theory
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sample covariance matrix
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math.PR
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math.ST
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stat.TH
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0.9415675
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0.93268675
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0.9322176
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0.9302398
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0.9222728
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0.9211303
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