Moment bounds for large autocovariance matrices under dependence (Q785402)
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scientific article; zbMATH DE number 7229211
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| English | Moment bounds for large autocovariance matrices under dependence |
scientific article; zbMATH DE number 7229211 |
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Moment bounds for large autocovariance matrices under dependence (English)
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6 August 2020
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autocovariance matrix
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effective rank
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weak dependence
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\(\tau\)-mixing
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0.8139682412147522
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0.7916329503059387
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0.7912048697471619
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0.7884200215339661
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0.7873842716217041
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