Joint central limit theorem for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application (Q4685449)
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scientific article; zbMATH DE number 6948960
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| English | Joint central limit theorem for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application |
scientific article; zbMATH DE number 6948960 |
Statements
Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application (English)
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8 October 2018
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central limit theorem
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high-dimensional times series
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large sample covariance matrices
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linear spectral statistics
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white noise test
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0.8298746347427368
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0.8186274170875549
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0.8101717829704285
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0.7988423109054565
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