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On the spectrum of sample covariance matrices for time series. (English. Russian original) Zbl 1396.62219
Theory Probab. Appl. 62, No. 3, 432-443 (2018); translation from Teor. Veroyatn. Primen. 62, No. 3, 542-555 (2017).

##### MSC:
 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 60B20 Random matrices (probabilistic aspects) 62M15 Inference from stochastic processes and spectral analysis
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