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most citedModeling high-frequency financial data by pure jump processes

59 citations · 202 across the 12 of their papers we have counts for

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math.ST2025

On Convergence Rates of Spiked Eigenvalue Estimates: A General Study of Global and Local Laws in Sample Covariance Matrices

Bing-Yi Jing, Weiming Li, Jiahui Xie +2

This paper investigates global and local laws for sample covariance matrices with general growth rates of dimensions. The sample size and population dimension can have the…