Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models

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Horváth, L. , & Rice, G. . (2019). Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. Journal of Multivariate Analysis, 169, 138-165. Retrieved from https://doi.org/10.1016/j.jmva.2018.07.001

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