81 citations · 94 across the 7 of their papers we have counts for
7 papers
Correlation tests and sample spectral coherence matrix in the high-dimensional regime
Philippe Loubaton, Alexis Rosuel, Pascal Vallet
It is established that the linear spectral statistics (LSS) of the smoothed periodogram estimate of the spectral coherence matrix of a complex Gaussian high-dimensional times serie…
Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
Philippe Loubaton, Alexis Rosuel
The asymptotic behaviour of Linear Spectral Statistics (LSS) of the smoothed periodogram estimator of the spectral coherency matrix of a complex Gaussian high-dimensional time seri…
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime
Alexis Rosuel, Philippe Loubaton, Pascal Vallet
We investigate the asymptotic distribution of the maximum of a frequency smoothed estimate of the spectral coherence of a M-variate complex Gaussian time series with mutually indep…
Low-dimensional antiferromagnetic fluctuations in the heavy-fermion paramagnetic ladder UTe
W. Knafo, G. Knebel, P. Steffens +7
Inelastic-neutron-scattering measurements were performed on a single crystal of the heavy-fermion paramagnet UTe above its superconducting temperature. We confirm the presence…
On the detection of low-rank signal in the presence of spatially uncorrelated noise: a frequency domain approach
Alexis Rosuel, Philippe Loubaton, Pascal Vallet +1
This paper analyzes the detection of a M-dimensional useful signal modeled as the output of a M xK MIMO filter driven by a K-dimensional white Gaussian noise, and corrupted by a M-…
On the frequency domain detection of high dimensional time series
A Rosuel, P. Vallet, P Loubaton +1
In this paper, we address the problem of detection, in the frequency domain, of a M-dimensional time series modeled as the output of a M x K MIMO filter driven by a K-dimensional G…
Large random matrix approach for testing independence of a large number of Gaussian time series
Philippe Loubaton, Alexis Rosuel
The asymptotic behaviour of Linear Spectral Statistics (LSS) of the smoothed periodogram estimator of the spectral coherency matrix of a complex Gaussian high-dimensional time seri…