Large sample autocovariance matrices of linear processes with heavy tails (Q2238893)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large sample autocovariance matrices of linear processes with heavy tails |
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Large sample autocovariance matrices of linear processes with heavy tails (English)
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2 November 2021
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regular variation
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sample autocovariance matrix
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linearly dependent entries
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largest eigenvalues
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point process convergence
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large deviations
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