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~isPartOf:"CREATES research paper"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Zeitreihenanalyse"
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CREATES research paper
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio
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Podolskij, Mark
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2014
Persistent link: https://www.econbiz.de/10010442408
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Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
Dette, Holger
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2001
Persistent link: https://www.econbiz.de/10009776761
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