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2107.02891
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On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime
24 June 2021
A. Rosuel
P. Loubaton
P. Vallet
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Papers citing
"On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime"
3 / 3 papers shown
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
Graphical models for nonstationary time series
Sumanta Basu
S. Subba Rao
120
6
0
17 Sep 2021
Optimal hypothesis testing for high dimensional covariance matrices
Tommaso Cai
Zongming Ma
93
111
0
18 May 2012
1