CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833): Difference between revisions
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Revision as of 02:34, 20 March 2024
scientific article
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English | 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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