On the limiting spectral distribution of the covariance matrices of time-lagged processes

Christian Y. Robert, Mathieu Rosenbaum

Type: Article

Publication Date: 2010-06-26

Citations: 19

DOI: https://doi.org/10.1016/j.jmva.2010.06.014

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Journal of Multivariate Analysis - View

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+	A Course in Probability Theory	1974	Kai Lai Chung
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein
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+	A Course in Probability Theory	2002	Raisa E. Feldman
+ PDF Chat	Regularized estimation of large covariance matrices	2008	Peter J. Bickel Elizaveta Levina
+	A limit theorem for the eigenvalues of product of two random matrices	1983	Yanqing Yin P. R. Krishnaiah