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Large Covariance and Autocovariance Matrices
Author(s) -
Gillard Jonathan
Publication year - 2019
Publication title -
journal of the royal statistical society: series a (statistics in society)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.103
H-Index - 84
eISSN - 1467-985X
pISSN - 0964-1998
DOI - 10.1111/rssa.12431
Subject(s) - autocovariance , mathematics , random matrix , library science , combinatorics , computer science , physics , quantum mechanics , fourier transform , mathematical analysis , eigenvalues and eigenvectors