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2107.02891
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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"
2 / 2 papers shown
Title
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