Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930)
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scientific article; zbMATH DE number 5608051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA |
scientific article; zbMATH DE number 5608051 |
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Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (English)
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28 September 2009
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large-dimensional random matrices
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limiting spectral distribution
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vector autoregression
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