https://deepai.org/publication/on-the-asymptotic-distribution-of-the-maximum-sample-spectral-coherence-of-gaussian-time-series-in-the-high-dimensional-regime
06/24/21 - We investigate the asymptotic distribution of the maximum of a frequency smoothed estimate of the spectral coherence of a M-variat...
asymptotic distributionmaximumsamplespectralcoherence