Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes (Q5092968)
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scientific article; zbMATH DE number 7562979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes |
scientific article; zbMATH DE number 7562979 |
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Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes (English)
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26 July 2022
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separable sample covariance matrix
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long memory
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largest eigenvalues
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Toeplitz matrix
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