Limiting spectral distribution for large sample covariance matrices with \(m\)-dependent elements (Q3566542)
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scientific article; zbMATH DE number 5717967
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| English | Limiting spectral distribution for large sample covariance matrices with \(m\)-dependent elements |
scientific article; zbMATH DE number 5717967 |
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Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements (English)
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8 June 2010
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limiting spectral distribution
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\(m\)-dependent
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sample covariance matrices
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0.8990548849105835
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0.8672326803207397
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0.8563517332077026
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0.8333732485771179
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