A note on a Marčenko-Pastur type theorem for time series (Q654461)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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