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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Approximations for the distributions of the extreme latent roots of three matrices
Muirhead, Robb, (1975)
Asymptotic expansions for the joint and marginal distributions of the latent roots ofS <Subscript>1</Subscript> S <Stack> <Subscript>2</Subscript> <Superscript>−1</Superscript> </Stack>
Chikuse, Yasuko, (1977)
Density Estimation on the Stiefel Manifold
Chikuse, Yasuko, (1998)