On the limiting spectral distribution of the covariance matrices of time-lagged processes
Work
Year: 2010
Type: article
Source: Journal of Multivariate Analysis
Institutions ParisTech, Centre National de la Recherche Scientifique
Cites: 10
Cited by: 19
Related to: 10
FWCI: 0.644
Citation percentile (by year/subfield): 78.01
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze