Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709): Difference between revisions
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Revision as of 03:00, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes |
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Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (English)
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15 September 2015
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limiting spectral distribution
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sample covariance matrices
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stationary processes
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weak dependence
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Lindeberg method
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Marchenko-Pastur distributions
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