CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833): Difference between revisions

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Latest revision as of 13:58, 28 July 2024

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CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
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    CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (English)
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    7 April 2022
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    sample covariance matrices
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    linear spectral statistics
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    central limit theorem
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    repeated linear processes
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    high-dimensional dependent data
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