Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix

Chen Wang, Baisuo Jin, Zhidong Bai, K. Krishnan Nair, Matthew Harding

Type: Article

Publication Date: 2015-10-01

Citations: 10

DOI: https://doi.org/10.1214/14-aap1092

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arXiv (Cornell University) - View - PDF
DataCite API - View
The Annals of Applied Probability - View

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