Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models (Q5079835)
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scientific article; zbMATH DE number 7533587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models |
scientific article; zbMATH DE number 7533587 |
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Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models (English)
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30 May 2022
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limiting spectral distribution
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large dimension
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sample covariance matrices
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VARMA models
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kernel estimators
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