Correlation tests and sample spectral coherence matrix in the high-dimensional regime

Fuente: arXiv

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Bibliographic Details
Main Authors:	Loubaton, Philippe, Rosuel, Alexis, Vallet, Pascal
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2501.04371