On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices (Q6168126)
From MaRDI portal
scientific article; zbMATH DE number 7723945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices |
scientific article; zbMATH DE number 7723945 |
Statements
On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices (English)
0 references
8 August 2023
0 references
auto-correlation matrix
0 references
auto-covariance matrix
0 references
largest eigenvalue
0 references
limiting spectral distribution
0 references
random matrix theory
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
