Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes
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- A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
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- Eigenvalue distribution of large sample covariance matrices of linear processes
- Interactions between compressed sensing random matrices and high dimensional geometry
- Limiting spectral distribution for a class of random matrices
- Matrix Analysis
- Nonlinear system theory: Another look at dependence
- On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
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- STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM
- Siegel's formula via Stein's identities
- Spectral analysis of large dimensional random matrices
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- Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
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- Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models
- Limit theory for the sample covariance and correlation matrix functions of a class of multivariate linear processes
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- The limiting spectral distribution for large sample covariance matrices with unbounded \(m\)-dependent entries
- Limiting spectral distribution of a new random matrix model with dependence across rows and columns
- Large sample behaviour of high dimensional autocovariance matrices
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
- Asymptotic normality in Banach spaces via Lindeberg method
- High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation
- Convergence of the spectrum of empirical covariance matrices for independent MRW processes
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
- On the spectral density of large sample covariance matrices with Markov dependent columns
- A note on a Marčenko-Pastur type theorem for time series
- Large sample properties of spectral estimators for a class of stationary nonlinear processes
- Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
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- Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model
- High-dimensional linear models: a random matrix perspective
- On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by ARMA\((p,q)\) processes
- Operator-valued matrices with free or exchangeable entries
- On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
- Singular value distribution of dense random matrices with block Markovian dependence
- Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes
- On the empirical spectral distribution for matrices with long memory and independent rows
- Large sample correlation matrices: a comparison theorem and its applications
- Amalgamated free Lévy processes as limits of sample covariance matrices
- Eigenvalues distribution limit of covariance matrices with AR processes entries
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