15 citations to https://www.mathnet.ru/eng/ecp2
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Pavel Yaskov, “Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions”, Springer Proc. Math. Statist., 371 (2021), 229–241
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G. L. Zitelli, “Random matrix models for datasets with fixed time horizons”, Quantitative Finance, 20:5 (2020), 769
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M Kornyik, “A note on the asymptotics of random density matrices”, J. Phys. Commun., 2:4 (2018), 045012
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Pavel Yaskov, “LLN for quadratic forms of long memory time series and its applications in random matrix theory”, J. Theor. Probability, 31:4 (2018), 2032–2055
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P. A. Yaskov, “On a spectrum of sample covariation matrices for time series”, Theory Probab. Appl., 62:3 (2018), 432–443