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Almost sure convergence of the largest and smallest eigenvalues of
  high-dimensional sample correlation matrices

Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices

30 January 2020
Johannes Heiny
T. Mikosch
ArXivPDFHTML

Papers citing "Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices"

1 / 1 papers shown
Title
Large sample autocovariance matrices of linear processes with heavy
  tails
Large sample autocovariance matrices of linear processes with heavy tails
Johannes Heiny
T. Mikosch
6
6
0
14 Jan 2020
1