On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699)
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scientific article; zbMATH DE number 6325667
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| English | On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) |
scientific article; zbMATH DE number 6325667 |
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On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (English)
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6 August 2014
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large
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dimensional covariance matrices
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limiting spectral distribution
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power spectral density function
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vector autoregressive moving average
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0.95005137
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0.9422641
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0.9394362
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0.93289334
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0.92957383
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0.92834723
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0.9269135
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