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On the asymptotic distribution of the maximum sample spectral coherence
  of Gaussian time series in the high dimensional regime

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
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
Optimal hypothesis testing for high dimensional covariance matrices
Tommaso Cai
Zongming Ma
93
111
0
18 May 2012
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