Moment bounds for large autocovariance matrices under dependence (Q785402): Difference between revisions

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Revision as of 23:10, 19 March 2024

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Moment bounds for large autocovariance matrices under dependence
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    Moment bounds for large autocovariance matrices under dependence (English)
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    6 August 2020
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    autocovariance matrix
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    effective rank
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    weak dependence
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    \(\tau\)-mixing
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