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20132026
most citedImproved Central Limit Theorem and bootstrap approximations in high dimensions

25 citations · 89 across the 33 of their papers we have counts for

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math.ST2023

Spectral norm bounds for high-dimensional realized covariance matrices and application to weak factor models

Yuta Koike

Motivated by statistical analysis of latent factor models for high-frequency financial data, we develop sharp upper bounds for the spectral norm of the realized covariance matrix o…