Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709)
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scientific article; zbMATH DE number 7080179
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| English | Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications |
scientific article; zbMATH DE number 7080179 |
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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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0.8276782631874084
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0.8263793587684631
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0.8224102258682251
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