Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models
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Publication:5197371
DOI10.1142/S2010326319500060zbMath1458.46053arXiv1710.09497OpenAlexW2963360931MaRDI QIDQ5197371
Publication date: 23 September 2019
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.09497
free probabilitycompound Wishart matricessecond-order freeness2D ARMA model2D convolutionfluctuation of matricesfree deterministic equivalents
Hypothesis testing in multivariate analysis (62H15) Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54)
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