Spectra of empirical auto-covariance matrices

Author: Kühn R.   Sollich P.  

Publisher: Edp Sciences

E-ISSN: 1286-4854|99|2|20008-20008

ISSN: 0295-5075

Source: EPL (EUROPHYSICS LETTERS), Vol.99, Iss.2, 2012-07, pp. : 20008-20008

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Abstract