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zbMath1238.60009MaRDI QIDQ3089880

Jiang Hu, Guorong Hu, Xiaolei Shi

Publication date: 25 August 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

random matrix AR(1)limiting spectral density

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

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