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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
ArXiv (abs)PDFHTML

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

2 / 2 papers shown
Title
Frequency Domain Statistical Inference for High-Dimensional Time Series
Frequency Domain Statistical Inference for High-Dimensional Time Series
J. Krampe
E. Paparoditis
AI4TS
62
4
0
05 Jun 2022
Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
P. Loubaton
A. Rosuel
92
2
0
15 Nov 2021
1