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並前往https://projecteuclid.org/journals/bernoulli/volume-23/issue-4A/Large-sample-approximations-for-variance-covariance-matrices-of-high-dimensional/10.3150/16-BEJ811.pdf

Large-sample approximations for variance-covariance ...

We establish large-sample approximations for such bilinear forms related to the sample variance-covariance matrix of a high-dimensional vector time series in ...

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