Spectral analysis of linear time series in moderately high dimensions

Lili Wang, Alexander Aue, Debashis Paul

Type: Preprint

Publication Date: 2015-01-01

Citations: 2

DOI: https://doi.org/10.48550/arxiv.1504.06360

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Works Cited by This (8)

Action	Title	Year	Authors
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+ PDF Chat	Limiting spectral distribution of a symmetrized auto-cross covariance matrix	2014	Baisuo Jin Chen Wang Zhidong Bai K. Krishnan Nair Matthew Harding
+ PDF Chat	Convergence to the Semicircle Law	1988	Zhidong Bai Yanqing Yin
+	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices	1995	Jack W. Silverstein Zhidong Bai
+ PDF Chat	A generalization of the Lindeberg principle	2006	Sourav Chatterjee
+	Limiting spectral distribution of renormalized separable sample covariance matrices when<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si22.gif" display="inline" overflow="scroll"><mml:mi>p</mml:mi><mml:mo>/</mml:mo><mml:mi>n</mml:mi><mml:mo>→</mml:mo><mml:mn>0</mml:mn></mml:math>	2014	Lili Wang Debashis Paul
+	EIGENVALUE DISTRIBUTION OF LARGE SAMPLE COVARIANCE MATRICES OF LINEAR PROCESSES	2011	Oliver Pfaffel Eckhard Schlemm
+	On the method of bounded differences	1989	Colin McDiarmid