On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations (Q1750277): Difference between revisions
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Revision as of 09:43, 30 July 2024
scientific article
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| English | On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations |
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On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations (English)
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18 May 2018
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high-dimension
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high-frequency
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integrated covariance matrices
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Marčenko-Pastur equation
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microstructure noise
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