Pages that link to "Item:Q2405106"
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The following pages link to Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions (Q2405106):
Displaying 15 items.
- Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
- Limiting spectral distribution of sample autocovariance matrices (Q396002) (← links)
- Principal components in linear mixed models with general bulk (Q820811) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
- Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application (Q2181731) (← links)
- Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
- Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0 (Q3179762) (← links)
- On the Spectrum of Sample Covariance Matrices for Time Series (Q4580422) (← links)
- Spectral distribution of the sample covariance of high-dimensional time series with unit roots (Q5037813) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
- A probability approximation framework: Markov process approach (Q6104007) (← links)
- Spectrum of high-dimensional sample covariance and related matrices: a selective review (Q6645567) (← links)
