Random matrix time series (Q6172251)

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scientific article; zbMATH DE number 7727799
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Random matrix time series
scientific article; zbMATH DE number 7727799

    Statements

    title
    Random matrix time series (English)
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    author
    Peiyuan Teng
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    Q6149896
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    publication date
    16 August 2023
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    zbMATH Keywords
    random matrix theory
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    time series
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    maximum likelihood estimation
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    Identifiers

    arXiv ID
    2203.12789
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    Mathematics Subject Classification ID
    15B52
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    60B20
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    62M10
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    91B84
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    91B82
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    zbMATH DE Number
    7727799
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    OpenAlex ID
    W4385520381
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