3 citations to https://www.mathnet.ru/rus/tvp5112
  1. Yi Ding, Xinghua Zheng, “High-dimensional covariance matrices under dynamic volatility models: Asymptotics and shrinkage estimation”, Ann. Statist., 52:3 (2024)  crossref
  2. 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  isi
  3. Victor Solo, 2019 IEEE 58th Conference on Decision and Control (CDC), 2019, 4527  crossref