Spectral measure of empirical autocovariance matrices of high dimensional Gaussian stationary processes

16 October 2021

Papers citing "Spectral measure of empirical autocovariance matrices of high dimensional Gaussian stationary processes"

2 / 2 papers shown

Title
Singular value distribution of dense random matrices with block Markovian dependence J. Sanders Alexander Van Werde 24 4 0 28 Apr 2022
Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications Daning Bi Xiao Han Adam Nie Yanrong Yang 24 0 0 10 Jan 2022