scientific article; zbMATH DE number 6903510

zbMath1408.62007MaRDI QIDQ4575350

Monika Bhattacharjee, Arup Bose

Publication date: 13 July 2018

Full work available at URL: https://www.taylorfrancis.com/books/9781351398169

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

zbMATH Keywords

Toeplitz matricesestimatorslimiting spectral distributionlarge covariance matricesgeneralized covariance matriceslarge autocovariance matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random matrices (probabilistic aspects) (60B20) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Toeplitz, Cauchy, and related matrices (15B05)

Related Items (2)

Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application ⋮ Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes

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