Spectra of large time-lagged correlation matrices from random matrix theory
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Publication:3303093
DOI10.1088/1742-5468/aa6504zbMath1456.60027arXiv1612.06552OpenAlexW2582891762MaRDI QIDQ3303093
Wojciech Tarnowski, Maciej A. Nowak
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.06552
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