Large Sample Behaviour of High Dimensional Autocovariance Matrices with Application Workshop on Applied Probability - Colloquium Speaker: Arup BoseOrganisers: Sandeep K JunejaTime: Friday, 31 March 2017, 15:00 to 16:00 Venue: AG-66 (Lecture Theatre) Webpage: http://www.isical.ac.in/~abose/Consider a sample of size $n$ from a linear process of dimension $p$ where $n, p \to \infty$, $p/n \to y \in [0, \ \infty).$ Let $\hat{\Gamma}_{u}$ be the sample autocovariance of order $u$. Read more about Large Sample Behaviour of High Dimensional Autocovariance Matrices with Application