Statistical inference for complex time series data. Abstracts from the workshop held September 22--28, 2013.
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Collections of abstracts of lectures (00B05)
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Cites work
- A note on a Marčenko-Pastur type theorem for time series
- Eigenvalue distribution of large sample covariance matrices of linear processes
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
Cited in
(2)- Advances in complex data modeling and computational methods in statistics. Selected papers based on the presentations at the conference ``S.Co 2013, Complex data modeling and computationally intensive methods for estimation and prediction, Milano, Italy, September 9--12, 2013
- Challenges in statistical theory: complex data structures and algorithmic optimization. Abstracts from the workshop held August 23rd -- August 29th, 2009
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