Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes |
scientific article |
Statements
Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (English)
0 references
15 September 2015
0 references
limiting spectral distribution
0 references
sample covariance matrices
0 references
stationary processes
0 references
weak dependence
0 references
Lindeberg method
0 references
Marchenko-Pastur distributions
0 references
0 references
0 references
0 references
