Matrix polynomial generalizations of the sample variance-covariance matrix when pn^-1 y(0,)
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Cites work
- A note on a Marčenko-Pastur type theorem for time series
- An introduction to random matrices
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Eigenvalue distribution of large sample covariance matrices of linear processes
- Free deterministic equivalents, rectangular random matrix models, and operator-valued free probability theory
- Large sample behaviour of high dimensional autocovariance matrices
- Lectures on the Combinatorics of Free Probability
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix
- On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions
- On the Marčenko-Pastur law for linear time series
- Patterned random matrices and method of moments
- Random matrix methods for wireless communications.
- Rectangular random matrices, related convolution
- Spectral analysis of large dimensional random matrices
- The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
- The singular values and vectors of low rank perturbations of large rectangular random matrices
Cited in
(7)- Multivariate Fuss-Narayana polynomials and their application to random matrices
- Polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to 0\)
- The limit empirical spectral distribution of complex matrix polynomials
- Joint convergence of sample cross-covariance matrices
- Spectrum of high-dimensional sample covariance and related matrices: a selective review
- The distribution of polynomials in monotone-independent elements
- Principal components in linear mixed models with general bulk
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