Download or read book Large Covariance and Autocovariance Matrices written by Arup Bose and published by CRC Press. This book was released on 2018-07-03 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: Estimation of large dispersion and autocovariance matrices using banding and tapering Joint convergence of high dimensional generalized dispersion matrices Limiting spectral distribution of symmetric polynomials in sample autocovariance matrices and normality of traces Application of free probability in high dimensional time series Estimation of coefficient matrices in high dimensional autoregressive process