A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2339574)
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scientific article; zbMATH DE number 6422273
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| English | A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix |
scientific article; zbMATH DE number 6422273 |
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A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix (English)
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1 April 2015
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auto-cross covariance matrix
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limiting spectral distribution
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random matrices
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Stieltjes transform
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0.8401248455047607
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0.7908604145050049
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0.7805074453353882
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0.7611784338951111
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0.7515347599983215
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