Pages that link to "Item:Q4580422"
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The following pages link to On the Spectrum of Sample Covariance Matrices for Time Series (Q4580422):
Displaying 12 items.
- Controlling the least eigenvalue of a random Gram matrix (Q286141) (← links)
- Limiting spectral distribution of sample autocovariance matrices (Q396002) (← links)
- On the limiting spectral distribution of the covariance matrices of time-lagged processes (Q604359) (← links)
- A note on a Marčenko-Pastur type theorem for time series (Q654461) (← links)
- LLN for quadratic forms of long memory time series and its applications in random matrix theory (Q1800494) (← links)
- Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions (Q2405106) (← links)
- THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES (Q3490808) (← links)
- (Q4886628) (← links)
- (Q4889040) (← links)
- Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813) (← links)
- Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances (Q5130585) (← links)
- High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)
