Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application (Q4685449)
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scientific article; zbMATH DE number 6948960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application |
scientific article; zbMATH DE number 6948960 |
Statements
Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application (English)
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8 October 2018
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central limit theorem
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high-dimensional times series
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large sample covariance matrices
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linear spectral statistics
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white noise test
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