On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations
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Publication:1750277
DOI10.1214/17-AOS1558zbMath1486.62166arXiv1604.03638OpenAlexW3123556534MaRDI QIDQ1750277
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Publication date: 18 May 2018
Published in: (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.03638
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