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Strong limit of the extreme eigenvalues of a symmetrized auto-cross
  covariance matrix
v1v2 (latest)

Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix

8 December 2013
Chen Wang
B. Jin
Z. Bai
K. Nair
Matthew Harding
ArXiv (abs)PDFHTML

Papers citing "Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix"

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