CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833)
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scientific article; zbMATH DE number 7504806
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| English | CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data |
scientific article; zbMATH DE number 7504806 |
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CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (English)
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7 April 2022
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sample covariance matrices
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linear spectral statistics
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central limit theorem
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repeated linear processes
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high-dimensional dependent data
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0.8298746347427368
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0.8277484178543091
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0.8276992440223694
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0.8254858255386353
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