Random Matrix Time Series
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s42519-023-00339-2.pdf
Reference23 articles.
1. Wishart J (1928) The generalised product moment distribution in samples from a normal multivariate population. Biometrika 20(1/2):32–52
2. Wigner EP (1951) On the statistical distribution of the widths and spacings of nuclear resonance levels. In: Mathematical proceedings of the Cambridge philosophical society, vol 47, pp 790–798 (1951). Cambridge University Press
3. Dyson FJ (1962) Statistical theory of the energy levels of complex systems. I. J Math Phys 3(1):140–156
4. Forrester P, Snaith N, Verbaarschot J (2003) Developments in random matrix theory. J Phys A: Math Gen 36(12):1
5. Box GEP, Jenkins G (1990) Time series analysis. Forecasting and control. Holden-Day Inc, USA
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