Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481)

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Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA
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    Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (English)
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    18 December 2021
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    largest eigenvalue
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    VARMA
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    sample covariance matrix
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    Tracy-Window law
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