scientific article; zbMATH DE number 3349174

zbMath0219.62017MaRDI QIDQ5624523

Grace Wahba

Publication date: 1971

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series ⋮ On the Frequency Variogram and on Frequency Domain Methods for the Analysis of Spatio-Temporal Data ⋮ Some recent developments on complex multivariate distributions ⋮ Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series ⋮ On nonparametric and semiparametric testing for multivariate linear time series ⋮ Some complex matrix-variate statistical distributions on rectangular matrices ⋮ On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime

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