Pages that link to "Item:Q1755119"

The following pages link to Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119):

Displaying 3 items.

• Real-time detection of a change-point in a linear expectile model (Q2165847) (← links)
• Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
• Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)