Random matrix models for datasets with fixed time horizons (Q4991056)
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scientific article; zbMATH DE number 7353665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random matrix models for datasets with fixed time horizons |
scientific article; zbMATH DE number 7353665 |
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Random matrix models for datasets with fixed time horizons (English)
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2 June 2021
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random matrix theory
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sample covariance matrix
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Lévy process
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Marčenko-Pastur distribution
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empirical spectral distribution
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generalized gamma convolution
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