"On singular values of large dimensional lag-τ sample auto-correlation ..."

Zhanting Long et al. (2023)

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DOI: 10.1016/J.JMVA.2023.105205

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type: Journal Article

metadata version: 2024-10-06

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Zhanting Long, Zeng Li, Ruitao Lin, Jiaxin Qiu:
On singular values of large dimensional lag-τ sample auto-correlation matrices. J. Multivar. Anal. 197: 105205 (2023)

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