Central limit theorem for the spiked eigenvalues of separable sample covariance matrices

This thesis is concerned about the central limit theorems for the spiked eigenvalues of separable sample covariance matrices and their applications. The first problem is to test a p-dimensional time series model with unit root. We establish both the convergence in probability and the asymptot...

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Bibliographic Details
Main Author: Zhang, Bo
Other Authors: Pan Guangming
Format: Theses and Dissertations
Language:English
Published: 2017
Subjects:
Online Access:http://hdl.handle.net/10356/70338
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Institution: Nanyang Technological University
Language: English