5 citations · 5 across the 2 of their papers we have counts for
3 papers
math.ST2016★ 5 cited
Estimation of inverse autocovariance matrices for long memory processes
Ching-Kang Ing, Hai-Tang Chiou, Meihui Guo
This work aims at estimating inverse autocovariance matrices of long memory processes admitting a linear representation. A modified Cholesky decomposition is used in conjunction wi…
math.ST2012
Independence Test for High Dimensional Random Vectors
G. M. Pan, J. Gao, Y. Yang +1
This paper proposes a new mutual independence test for a large number of high dimensional random vectors. The test statistic is based on the characteristic function of the empirica…
cs.IT2011
A Deterministic Equivalent for the Analysis of Non-Gaussian Correlated MIMO Multiple Access Channels
Chao-Kai Wen, Guangming Pan, Kai-Kit Wong +2
Large dimensional random matrix theory (RMT) has provided an efficient analytical tool to understand multiple-input multiple-output (MIMO) channels and to aid the design of MIMO wi…