Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications
Fuente:
arXiv
Guardado en:
| Autores principales: | Bi, Daning, Han, Xiao, Nie, Adam, Yang, Yanrong |
|---|---|
| Formato: | Preprint |
| Publicado: |
2022
|
| Materias: | |
| Acceso en línea: | |
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