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2106.12815
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On the detection of low-rank signal in the presence of spatially uncorrelated noise: a frequency domain approach
24 June 2021
A. Rosuel
P. Loubaton
P. Vallet
Xavier Mestre
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Papers citing
"On the detection of low-rank signal in the presence of spatially uncorrelated noise: a frequency domain approach"
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Title
Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
P. Loubaton
A. Rosuel
69
3
0
15 Nov 2021
1