A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2339574)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix |
scientific article |
Statements
A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (English)
0 references
1 April 2015
0 references
auto-cross covariance matrix
0 references
limiting spectral distribution
0 references
random matrices
0 references
Stieltjes transform
0 references
0 references
0 references
0 references
0 references
