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Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements - MaRDI portal

Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements (Q3566542)

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Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements
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    Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements (English)
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    8 June 2010
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    limiting spectral distribution
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    \(m\)-dependent
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    sample covariance matrices
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