Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q217215 |
||
| Property / author | |||
| Property / author: Florence Merlevède / rank | |||
Revision as of 04:27, 11 February 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
12 July 2019
0 references
large sample covariance matrices
0 references
largest eigenvalue
0 references
long memory stationary processes
0 references
