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

Published in arXiv preprint, 2022

Recommended citation: Bi, D., Han, X., Nie, A., & Yang, Y. (2022). Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications. arXiv preprint arXiv:2201.03181. https://arxiv.org/abs/2201.03181