Alexei Onatski

Available identifiers

zbMath Open onatski.alexeiMaRDI QIDQ366965

List of research outcomes

Publication	Date of Publication	Type
Spectral distribution of the sample covariance of high-dimensional time series with unit roots	2022-03-04	Paper
Spurious Factor Analysis	2021-11-18	Paper
Spin glass to paramagnetic transition in Spherical Sherrington-Kirkpatrick model with ferromagnetic interaction	2021-04-15	Paper
An edge CLT for the log determinant of Wigner ensembles	2020-11-27	Paper
Testing in high-dimensional spiked models	2020-08-28	Paper
Extreme canonical correlations and high-dimensional cointegration analysis	2019-09-02	Paper
Alternative Asymptotics for Cointegration Tests in Large VARs	2018-09-19	Paper
Asymptotics of the principal components estimator of large factor models with weakly influential factors	2017-05-12	Paper
Asymptotic analysis of the squared estimation error in misspecified factor models	2015-08-31	Paper
Local Asymptotic Normality of the spectrum of high-dimensional spiked F-ratios	2014-11-14	Paper
DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA	2014-05-20	Paper
Signal detection in high dimension: the multispiked case	2014-05-05	Paper
Asymptotic power of sphericity tests for high-dimensional data	2013-09-25	Paper
Set coverage and robust policy	2012-07-13	Paper
UNIT ROOTS IN WHITE NOISE	2012-06-11	Paper
Testing Hypotheses About the Number of Factors in Large Factor Models	2009-12-21	Paper
Curve forecasting by functional autoregression	2008-11-27	Paper
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models	2008-11-25	Paper
The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices	2008-04-23	Paper
Dynamics of Interest Rate Curve by Functional Auto-Regression	2004-11-02	Paper
https://portal.mardi4nfdi.de/entity/Q4549700	2003-04-06	Paper

Research outcomes over time

Doctoral students

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