Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709): Difference between revisions

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-Florence Merlevède
@@ Property / author: Florence Merlevède / rank @@
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+Florence Merlevède
@@ Property / author: Florence Merlevède / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10959-013-0508-x
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@@ Property / OpenAlex ID @@
+W2052613069
@@ Property / OpenAlex ID: W2052613069 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral analysis of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Q3502462
@@ Property / cites work: Q3502462 / rank @@
+Normal rank
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+Q2849450
@@ Property / cites work: Q2849450 / rank @@
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+A generalization of the Lindeberg principle
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+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
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+Q3911791
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+Matrix Analysis
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+Siegel's formula via Stein's identities
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+Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
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+Central limit theorem for stationary linear processes
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+Eigenvalue distribution of large sample covariance matrices of linear processes
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+Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
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+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
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+Limiting spectral distribution for a class of random matrices
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