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Adaptive Long-Run Variance Thresholding for Sparse Covariance Estimation in High-Dimensional Time Series

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zhang, Wenhao, Gao, Zhaoxing
Format:	Preprint
Published:	2026
Subjects:	Methodology Statistics Theory
Online Access:	Acceder al recurso
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