3 citations to https://www.mathnet.ru/rus/tvp5112
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Yi Ding, Xinghua Zheng, “High-dimensional covariance matrices under dynamic volatility models: Asymptotics and shrinkage estimation”, Ann. Statist., 52:3 (2024)
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V. Solo, “On random matrix theory and autoregressive modeling”, 2019 IEEE 58Th Conference on Decision and Control (Cdc), IEEE Conference on Decision and Control, IEEE, 2019, 4527–4532
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Victor Solo, 2019 IEEE 58th Conference on Decision and Control (CDC), 2019, 4527