On the Empirical Spectral Distribution of Lag-Covariance Matrix in Singular Spectrum Analysis (Q5077730)
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scientific article; zbMATH DE number 7529296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Empirical Spectral Distribution of Lag-Covariance Matrix in Singular Spectrum Analysis |
scientific article; zbMATH DE number 7529296 |
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19 May 2022
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singular spectrum analysis
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random matrix theory
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empirical spectral distribution
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Marčenko-Pastur distribution
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lag-covariance matrix
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On the Empirical Spectral Distribution of Lag-Covariance Matrix in Singular Spectrum Analysis (English)
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