Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models (Q5197371)
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scientific article; zbMATH DE number 7109509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models |
scientific article; zbMATH DE number 7109509 |
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Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models (English)
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23 September 2019
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free probability
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compound Wishart matrices
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second-order freeness
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fluctuation of matrices
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free deterministic equivalents
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2D ARMA model
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2D convolution
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