Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Thomas J. Brock is a CFA and CPA with more ...
Abstract: The problem of estimating the eigenvalues and eigenvectors of the covariance matrix associated with a multivariate stochastic process is considered. The focus is on finite sample size ...
Abstract: The eigenvalues of the sample covariance matrix can capture signal correlations and noise characteristics well, which are widely used for spectrum sensing in cognitive radio networks. Some ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results