Pages that link to "Item:Q1755119"
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The following pages link to Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119):
Displaying 5 items.
- CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
- Real-time detection of a change-point in a linear expectile model (Q2165847) (← links)
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
- Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
- Structural break analysis for spectrum and trace of covariance operators (Q6626124) (← links)
