Pages that link to "Item:Q2343959"

The following pages link to On the Marčenko-Pastur law for linear time series (Q2343959):

Displaying 27 items.

• An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
• Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
• On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
• Principal components in linear mixed models with general bulk (Q820811) (← links)
• Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) (Q1745672) (← links)
• CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application (Q2181731) (← links)
• High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
• Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
• On testing for high-dimensional white noise (Q2284378) (← links)
• Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
• Approximation to stable law by the Lindeberg principle (Q2325933) (← links)
• On singular value distribution of large-dimensional autocovariance matrices (Q2348447) (← links)
• Singular value distribution of dense random matrices with block Markovian dependence (Q2689908) (← links)
• Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
• Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0 (Q3179762) (← links)
• On the behavior of large empirical autocovariance matrices between the past and the future (Q3385480) (← links)
• On the Spectrum of Sample Covariance Matrices for Time Series (Q4580422) (← links)
• On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series (Q5092958) (← links)
• Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965317) (← links)
• Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
• On singular values of data matrices with general independent columns (Q6172191) (← links)
• High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)
• Spectrum of high-dimensional sample covariance and related matrices: a selective review (Q6645567) (← links)
• A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions (Q6671911) (← links)