On the Spectrum of Sample Covariance Matrices for Time Series (Q4580422)
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scientific article; zbMATH DE number 6918575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Spectrum of Sample Covariance Matrices for Time Series |
scientific article; zbMATH DE number 6918575 |
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On the Spectrum of Sample Covariance Matrices for Time Series (English)
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15 August 2018
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random matrices
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ample covariance matrices
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time series
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spectrum
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