Eigenvalues distribution limit of covariance matrices with AR processes entries (Q2419615)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalues distribution limit of covariance matrices with AR processes entries |
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Eigenvalues distribution limit of covariance matrices with AR processes entries (English)
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14 June 2019
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large dimensional random matrix
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empirical distribution function of eigenvalues
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covariance matrix
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autoregressive processes
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Stieltjes transform
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kernel density estimators
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