Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709): Difference between revisions
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scientific article
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English | Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications |
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Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (English)
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12 July 2019
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large sample covariance matrices
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largest eigenvalue
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long memory stationary processes
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