Statistical inference for complex time series data. Abstracts from the workshop held September 22--28, 2013.
DOI10.4171/OWR/2013/48zbMATH Open1349.00124OpenAlexW2061237478MaRDI QIDQ347169FDOQ347169
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Publication date: 30 November 2016
Published in: Oberwolfach Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4171/owr/2013/48
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Cites Work
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- Eigenvalue distribution of large sample covariance matrices of linear processes
- A note on a Marčenko-Pastur type theorem for time series
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
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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