81 citations · 94 across the 7 of their papers we have counts for
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cs.IT2020
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…
cs.IT2020★ 4 cited
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…