CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series |
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CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (English)
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24 October 2018
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asymptotic normality
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largest eigenvalue
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linear process
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unit root test
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