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Large sample autocovariance matrices of linear processes with heavy
  tails

Large sample autocovariance matrices of linear processes with heavy tails

14 January 2020
Johannes Heiny
T. Mikosch
ArXivPDFHTML

Papers citing "Large sample autocovariance matrices of linear processes with heavy tails"

1 / 1 papers shown
Title
Factor modeling for high-dimensional time series: Inference for the
  number of factors
Factor modeling for high-dimensional time series: Inference for the number of factors
Clifford Lam
Q. Yao
49
479
0
04 Jun 2012
1