"Limiting spectral distribution of large-dimensional sample covariance ..."

Baisuo Jin et al. (2009)

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DOI: 10.1016/J.JMVA.2009.06.011

access: open

type: Journal Article

metadata version: 2023-02-14

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Baisuo Jin, Cheng Wang, Baiqi Miao, Mong-Na Lo Huang:
Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA. J. Multivar. Anal. 100(9): 2112-2125 (2009)

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