Robust estimation for high-dimensional time series with heavy tails

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Yu, Li, Guodong, Xiao, Zhijie, Xu, Lihu, Zhang, Wenyang
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.05217