Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications

10 January 2022

Papers citing "Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications"

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Title
Spectral measure of empirical autocovariance matrices of high dimensional Gaussian stationary processes A. Bose W. Hachem 18 3 0 16 Oct 2021
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 49 479 0 04 Jun 2012