Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bi, Daning, Han, Xiao, Nie, Adam, Yang, Yanrong
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2201.03181