Limiting spectral distribution of large-dimensional sample covariance matrices generated by ARMA\((p,q)\) processes (Q5497857)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6401807
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Limiting spectral distribution of large-dimensional sample covariance matrices generated by ARMA\((p,q)\) processes |
scientific article; zbMATH DE number 6401807 |
Statements
11 February 2015
0 references
limiting spectral distribution
0 references
ARMA\((p,q)\) process
0 references
Stieltjes transformation
0 references
density function
0 references
0.8632634878158569
0 references
0.8567506670951843
0 references
0.8380526900291443
0 references
0.8376511335372925
0 references
0.8294373750686646
0 references
