Pages that link to "Item:Q894819"

The following pages link to Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819):

Displaying 2 items.

• Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
• On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime (Q3459155) (← links)