Large sample autocovariance matrices of linear processes with heavy tails (Q2238893)
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scientific article
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| 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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0.8972806334495544
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0.883292555809021
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0.8519705533981323
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0.8469997048377991
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0.8410030007362366
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