Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series

Philippe Loubaton, Alexis Rosuel

Open source

DOI
10.1214/21-ejs1923
Published
2021-01-01
Container
Electronic Journal of Statistics
Publisher
Institute of Mathematical Statistics
Open access
unknown

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BibTeX

@article{allodium:10.1214/21-ejs1923,
  title = {Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series},
  author = {Philippe Loubaton and Alexis Rosuel},
  year = {2021},
  journal = {Electronic Journal of Statistics},
  doi = {10.1214/21-ejs1923},
  url = {https://doi.org/10.1214/21-ejs1923}
}

RIS

TY  - JOUR
TI  - Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
AU  - Philippe Loubaton
AU  - Alexis Rosuel
PY  - 2021
JO  - Electronic Journal of Statistics
DO  - 10.1214/21-ejs1923
UR  - https://doi.org/10.1214/21-ejs1923
ER  - 

APA

Loubaton, P., & Rosuel, A. (2021). Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series. Electronic Journal of Statistics. https://doi.org/10.1214/21-ejs1923

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