Pages that link to "Item:Q2094572"
From MaRDI portal
The following pages link to On eigenvalue distributions of large autocovariance matrices (Q2094572):
Displaying 6 items.
- Moment approach for singular values distribution of a large auto-covariance matrix (Q503082) (← links)
- On the limiting spectral distribution of the covariance matrices of time-lagged processes (Q604359) (← links)
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
- On singular value distribution of large-dimensional autocovariance matrices (Q2348447) (← links)
- Eigenvalues distribution limit of covariance matrices with AR processes entries (Q2419615) (← links)
- Eigenvalue distribution of large sample covariance matrices of linear processes (Q4915078) (← links)
