A note on a Marčenko-Pastur type theorem for time series (Q654461)
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scientific article
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| English | A note on a Marčenko-Pastur type theorem for time series |
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A note on a Marčenko-Pastur type theorem for time series (English)
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28 December 2011
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high-dimensional time series
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high-dimensional sample covariance matrices
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0.8717333674430847
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0.846132218837738
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0.801060140132904
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0.778617799282074
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0.7640120983123779
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