On the Marčenko-Pastur law for linear time series (Q2343959)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Marčenko-Pastur law for linear time series |
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On the Marčenko-Pastur law for linear time series (English)
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11 May 2015
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autocovariance matrices
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empirical spectral distribution
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high-dimensional statistics
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linear time series
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Marčenko-Pastur law
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Stieltjes transform
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