Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677)
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scientific article; zbMATH DE number 6887439
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| English | Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage |
scientific article; zbMATH DE number 6887439 |
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Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (English)
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13 June 2018
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Brownian motion
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linear process
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long memory
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strong approximation
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quadratic form
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trace
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0.8516522645950317
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0.8409557938575745
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0.8375464081764221
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0.8095230460166931
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0.8079726696014404
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