Spectral Analysis of Large Auto-covariance Matrices with Application to High Dimensional Time Series Analysis

Spectral Analysis of Large Auto-covariance Matrices with Application to High Dimensional Time Series Analysis
Author: 李曾
Publisher:
Total Pages: 0
Release: 2017
Genre: Analysis of covariance
ISBN:

Download Spectral Analysis of Large Auto-covariance Matrices with Application to High Dimensional Time Series Analysis Book in PDF, Epub and Kindle


Spectral Analysis of Large Auto-covariance Matrices with Application to High Dimensional Time Series Analysis
Language: en
Pages: 0
Authors: 李曾
Categories: Analysis of covariance
Type: BOOK - Published: 2017 - Publisher:

GET EBOOK

Large Covariance and Autocovariance Matrices
Language: en
Pages: 359
Authors: Arup Bose
Categories: Mathematics
Type: BOOK - Published: 2018-07-03 - Publisher: CRC Press

GET EBOOK

Large Covariance and Autocovariance Matrices brings together a collection of recent results on sample covariance and autocovariance matrices in high-dimensional
Spectral Analysis of High Dimensional Time Series
Language: en
Pages:
Authors: Haoyang Liu
Categories:
Type: BOOK - Published: 2013 - Publisher:

GET EBOOK

We study the large-sample behavior of the empirical spectral distribution (ESD) of the sample covariance and symmetrized autocovariance matrices of high-dimensi
Application of Large Random Matrices to Multivariate Time Series Analysis
Language: en
Pages: 0
Authors: Daria Tieplova
Categories:
Type: BOOK - Published: 2020 - Publisher:

GET EBOOK

A number of recent works proposed to use large random matrix theory in the context of high-dimensional statistical signal processing, traditionally modeled by a
Large Covariance and Autocovariance Matrices
Language: en
Pages: 272
Authors: Arup Bose
Categories: Mathematics
Type: BOOK - Published: 2018-07-03 - Publisher: CRC Press

GET EBOOK

Large Covariance and Autocovariance Matrices brings together a collection of recent results on sample covariance and autocovariance matrices in high-dimensional