3 papers
math.ST2026
Estimation of Population Linear Spectral Statistics by Marchenko--Pastur Inversion
Ben Deitmar
A new method of estimating population linear spectral statistics from high-dimensional data is introduced. When the dimension grows with the sample size such that $\frac{d}…
math.ST2026
Spectral approximation for the separable covariance mixture model
Ben Deitmar
This paper introduces the separable covariance mixture model, which assumes a data-matrix to be of the form for one random -ma…
math.ST2025
Marchenko-Pastur laws for Daniell smoothed periodograms
Ben Deitmar
Given a sample from a -dimensional stationary time series , the most commonly used estimator for the spectral density matrix …