scholarly journals Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series

2021 ◽  
Vol 15 (2) ◽  
Author(s):  
Philippe Loubaton ◽  
Alexis Rosuel
Keyword(s):  
Time Series ◽  
High Dimensional ◽  
Spectral Coherence ◽  
Spectral Statistics ◽  
Gaussian Time ◽  
Gaussian Time Series

Detecting Conditional Independence for Modeling Non-Gaussian Time Series

2020 ◽  
Vol 49 (2) ◽  
pp. 578-595
Author(s):  
Sudheesh K. Kattumannil ◽  
Deemat C. Mathew ◽  
G. Hareesh
Keyword(s):  
Time Series ◽  
Conditional Independence ◽  
Non Gaussian ◽  
Gaussian Time ◽  
Gaussian Time Series
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