Asymptotic theory for maximum deviations of sample covariance matrix estimates
Year of publication: |
2013
|
---|---|
Authors: | Xiao, Han ; Wu, Wei Biao |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 7, p. 2899-2920
|
Publisher: |
Elsevier |
Subject: | Covariance matrix | High dimensional analysis | Maximal deviation | Tapering | Test for bandedness | Test for covariance structure | Test for stationarity |
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