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Alexei Onatski

Identifiers

  • name variant Alexei Onatski 0.60 · backfill

Papers (8)

  1. Alternative asymptotics for cointegration tests in large VARs math.ST · 2016 · author #1
  2. Testing in high-dimensional spiked models math.ST · 2015 · author #2
  3. Local Asymptotic Normality of the spectrum of high-dimensional spiked F-ratios math.ST · 2014 · author #3
  4. Asymptotic power of sphericity tests for high-dimensional data math.ST · 2013 · author #1
  5. Signal Detection in High Dimension: The Multispiked Case math.ST · 2012 · author #1
  6. Detection of weak signals in high-dimensional complex-valued data math.ST · 2012 · author #1
  7. The Tracy--Widom limit for the largest eigenvalues of singular complex Wishart matrices math.PR · 2008 · author #1
  8. Dynamics of Interest Rate Curve by Functional Auto-Regression math.ST · 2004 · author #2

Mentions

  • 1605.08880 #1 · arxiv_oai · confidence 0.70 Alexei Onatski
  • 1411.3875 #3 · arxiv_oai · confidence 0.70 Alexei Onatski
  • 1306.4867 #1 · arxiv_oai · confidence 0.70 Alexei Onatski
  • 1210.5663 #1 · arxiv_oai · confidence 0.70 Alexei Onatski
  • 1207.7098 #1 · arxiv_oai · confidence 0.70 Alexei Onatski
  • 0803.4155 #1 · arxiv_oai · confidence 0.70 Alexei Onatski
  • math/0411047 #2 · arxiv_oai · confidence 0.70 Alexei Onatski
  • 1509.07269 #2 · backfill · confidence 0.70 Alexei Onatski
  • 1411.3875 #3 · backfill · confidence 0.70 Alexei Onatski
  • 1306.4867 #1 · backfill · confidence 0.70 Alexei Onatski
  • 1210.5663 #1 · backfill · confidence 0.70 Alexei Onatski
  • 1207.7098 #1 · backfill · confidence 0.70 Alexei Onatski
  • 0803.4155 #1 · backfill · confidence 0.70 Alexei Onatski

Frequent Coauthors