On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations (Q1750277)
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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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0.822169303894043
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0.8113473057746887
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0.8041128516197205
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0.7908855676651001
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