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

From MaRDI portal
Set OpenAlex properties.
Importer (talk | contribs)
Changed an Item
 
Property / arXiv ID
 
Property / arXiv ID: 1802.01874 / rank
 
Normal rank

Latest revision as of 00:35, 19 April 2024

scientific article
Language Label Description Also known as
English
Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications
scientific article

    Statements

    Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (English)
    0 references
    0 references
    0 references
    0 references
    12 July 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    large sample covariance matrices
    0 references
    largest eigenvalue
    0 references
    long memory stationary processes
    0 references
    0 references
    0 references