Statistical inference for complex time series data. Abstracts from the workshop held September 22--28, 2013.

DOI10.4171/OWR/2013/48zbMath1349.00124OpenAlexW2061237478MaRDI QIDQ347169

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Publication date: 30 November 2016

Published in: Oberwolfach Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/owr/2013/48

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Economic time series analysis (91B84) Proceedings of conferences of miscellaneous specific interest (00B25) Collections of abstracts of lectures (00B05)

Cites Work

• A note on a Marčenko-Pastur type theorem for time series
• Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
• On the empirical distribution of eigenvalues of a class of large dimensional random matrices
• Eigenvalue distribution of large sample covariance matrices of linear processes

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