201 citations · 551 across the 29 of their papers we have counts for
32 papers
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 largest singular values of certain large random matrices with application to the estimation of the minimal dimension of the state-space representations of high-dimensional time series
Daria Tieplova, Philippe Loubaton
This paper is devoted to the estimation of the minimal dimension P of the state-space realizations of a high-dimensional time series y, defined as a noisy version (the noise is whi…
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…
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…