Pages that link to "Item:Q495709"

The following pages link to Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709):

Displaying 30 items.

• Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
• Limiting spectral distribution of sample autocovariance matrices (Q396002) (← links)
• Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413) (← links)
• Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes (Q497762) (← links)
• A note on a Marčenko-Pastur type theorem for time series (Q654461) (← links)
• On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
• Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
• Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices (Q1661592) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
• Amalgamated free Lévy processes as limits of sample covariance matrices (Q2099993) (← links)
• CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
• On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries (Q2348299) (← links)
• Eigenvalues distribution limit of covariance matrices with AR processes entries (Q2419615) (← links)
• Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model (Q2666454) (← links)
• Operator-valued matrices with free or exchangeable entries (Q2686625) (← links)
• Singular value distribution of dense random matrices with block Markovian dependence (Q2689908) (← links)
• Convergence of the spectrum of empirical covariance matrices for independent MRW processes (Q2786484) (← links)
• The limiting spectral distribution for large sample covariance matrices with unbounded<i>m</i>-dependent entries (Q2832658) (← links)
• On the spectral density of large sample covariance matrices with Markov dependent columns (Q2923172) (← links)
• (Q3180605) (← links)
• Limit theory for the sample covariance and correlation matrix functions of a class of multivariate linear processes (Q3479375) (← links)
• Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements (Q3566542) (← links)
• (Q4221399) (← links)
• Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements (Q5046631) (← links)
• Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models (Q5079835) (← links)
• Large sample properties of spectral estimators for a class of stationary nonlinear processes (Q5467589) (← links)
• On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699) (← links)
• Asymptotic normality in Banach spaces via Lindeberg method (Q6046196) (← links)
• High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)