The LSD of large dimensional sample covariance matrix from AR(1)model (Q3089880)
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scientific article; zbMATH DE number 5943371
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| English | The LSD of large dimensional sample covariance matrix from AR(1)model |
scientific article; zbMATH DE number 5943371 |
Statements
25 August 2011
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random matrix
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AR(1)
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limiting spectral density
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0.8357399702072144
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0.8218662738800049
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0.8025609850883484
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0.7863336205482483
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