On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series

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Cited in

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Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
The eigenstructure of block-structured correlation matrices and its implications for principal component analysis
Spectral correlation hub screening of multivariate time series
On the asymptotic behaviour of the eigenvalue distribution of block correlation matrices of high-dimensional time series
Spectral statistics of sample block correlation matrices
Correlation tests and sample spectral coherence matrix in the high-dimensional regime

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