The eigenvalue spectrum of lagged correlation matrices

Acta Physica Polonica B

Volumn 38, Issue 13 SPEC. ISS., 2007, Pages 4111-4122

  Thurner, Stefan ^a,b   Biely, Christoly ^a  

^a MEDICAL UNIVERSITY OF VIENNA   (Austria)

^b SANTA FE INSTITUTE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; GAUSSIAN DISTRIBUTION; RANDOM PROCESSES; SPECTRUM ANALYSIS; TIME SERIES ANALYSIS;

CORRELATION MATRICES; EIGENVALUE DENSITY; EIGENVALUE SPECTRUM;

MATRIX ALGEBRA;

EID: 38549133873     PISSN: 05874254     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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