Pages that link to "Item:Q4915078"
From MaRDI portal
The following pages link to Eigenvalue distribution of large sample covariance matrices of linear processes (Q4915078):
Displaying 14 items.
- Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
- Statistical inference for complex time series data. Abstracts from the workshop held September 22--28, 2013. (Q347169) (← links)
- Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413) (← links)
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
- On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
- Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) (Q1745672) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
- Fluctuations of Marchenko-Pastur limit of random matrices with dependent entries (Q2406782) (← links)
- Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0 (Q3179762) (← links)
- Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813) (← links)