2 citations · 3 across the 7 of their papers we have counts for
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Connecting Riemannian Geometry and Statistical Inference for Correlation Matrices
Argyn Kuketayev
The quotient-affine metric gives an intrinsic Riemannian geometry to full-rank correlation matrices, but its geodesic distance has no closed form and we are not aware of an analyti…
The Sampling Distribution of the Log-Euclidean Distance Between Sample Correlation Matrices
Argyn Kuketayev
Comparing correlation matrices across time or stress scenarios is critical in quantitative finance and multivariate statistics, yet sample estimation noise often obscures whether a…
Probability density function of the Cartesian x-coordinate of the random point inside the hypersphere
Argyn Kuketayev
Consider randomly picked points inside the n-dimensional unit hypersphere centered at the origin of the Cartesian coordinate system. The Cartesian coordinates of the points are ran…
Asymptotic probability distribution of distances between local extrema of error terms of a moving average process
Argyn Kuketayev
Consider error terms x(i) of a moving average process MA(q), where x(i)=e(i) + e(i-1)+...+e(i-q) and e(i) - independent identically distributed (i.i.d.) random variables. We recogn…
Probability distribution of distances between local extrema of random number series
Argyn Kuketayev
There is a sequence of random numbers x1,x2, ..., xn and so on. Numbers are independent of each other, but all numbers are from the same continuous distribution. If x1 < x2 > x3, t…