Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709)

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Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications
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    Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (English)
    large sample covariance matrices
    largest eigenvalue
    long memory stationary processes

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