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Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models - MaRDI portal

Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models (Q5197371)

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scientific article; zbMATH DE number 7109509
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English
Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models
scientific article; zbMATH DE number 7109509

    Statements

    title
    Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models (English)
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    author
    Tomohiro Hayase
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    publication date
    23 September 2019
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    zbMATH Keywords
    free probability
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    compound Wishart matrices
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    second-order freeness
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    fluctuation of matrices
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    free deterministic equivalents
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    2D ARMA model
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    2D convolution
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    cites work
    Q2874344
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    Q4488072
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    Q3181474
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    Q4727689
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    Free Random Variables
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    Identifiers

    Mathematics Subject Classification ID
    46L54
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    60B20
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    62H15
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    zbMATH DE Number
    7109509
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    arXiv ID
    1710.09497
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    OpenAlex ID
    W2963360931
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