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

• 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

• Iain M. Johnstone 2 shared papers
• Marcelo J. Moreira 2 shared papers
• Marc Hallin 2 shared papers
• Chen Wang 1 shared papers
• Prathapasinghe Dharmawansa 1 shared papers
• Vladislav Kargin 1 shared papers