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Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
Philippe Loubaton
,
Alexis Rosuel
Electronic Journal of Statistics , 2021, 15 (2), pp.5380-5454
Article dans une revue
hal-02900814v3
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On the detection of low-rank signal in the presence of spatially uncorrelated noise: a frequency domain approach
Alexis Rosuel
,
Philippe Loubaton
,
Pascal Vallet
,
Xavier Mestre
IEEE Transactions on Signal Processing, 2021, 69, p. 4458-4473
Article dans une revue
hal-03268782v1
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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
2021
Pré-publication, Document de travail
hal-03268401v1
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On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime
Philippe Loubaton
,
Alexis Rosuel
,
Pascal Vallet
Article dans une revue
hal-04322300v1
|
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On the frequency domain detection of high dimensional time series
Alexis Rosuel
,
Pascal Vallet
,
Philippe Loubaton
,
Xavier Mestre
ICASSP 2020, May 2020, Barcelona, Spain
Communication dans un congrès
hal-02530305v1
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