Pages that link to "Item:Q1822435"

The following pages link to Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series (Q1822435):

Displaying 7 items.

• Minimax estimation for time series models (Q2070661) (← links)
• The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models (Q2717796) (← links)
• Principal component analysis with autocorrelated data (Q5036860) (← links)
• Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813) (← links)
• Some recent trends in embeddings of time series and dynamic networks (Q6135377) (← links)
• Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)
• On the distribution of sample scale-free scatter matrices (Q6494433) (← links)