Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709)
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scientific article; zbMATH DE number 6482263
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| English | Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes |
scientific article; zbMATH DE number 6482263 |
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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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0.8629238605499268
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0.8563517332077026
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0.8527542948722839
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0.8522350788116455
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