Large Covariance and Autocovariance Matrices

by Arup Bose and Monika Bhattacharjee

Large Covariance and Autocovariance Matrices brings together a collection of recent results on sample covariance and autocovariance matrices in high-dimensional models and novel ideas on how to use... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1138303860
• ISBN13: 9781138303867
• Release Date: July 2018
• Publisher: CRC Press
• Length: 272 Pages
• Weight: 1.35 lbs.
• Dimensions: 0.9" x 6.2" x 9.3"