"On singular value distribution of large-dimensional autocovariance matrices."

Zeng Li, Guangming Pan, Jianfeng Yao (2015)

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DOI: 10.1016/J.JMVA.2015.02.006

access: open

type: Journal Article

metadata version: 2021-02-17

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Zeng Li, Guangming Pan, Jianfeng Yao:
On singular value distribution of large-dimensional autocovariance matrices. J. Multivar. Anal. 137: 119-140 (2015)

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