Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix-Reference-Cited by-同舟云学术

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Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix

Published:2015-12-01 Issue:6 Volume:25 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Wang Chen,Jin Baisuo,Bai Z. D.,Nair K. Krishnan,Harding Matthew

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdfview_1/euclid.aoap/1443703784

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Large sample autocovariance matrices of linear processes with heavy tails;Stochastic Processes and their Applications;2021-11

2. Summary and Outlook;SpringerBriefs in Applied Statistics and Econometrics;2021

3. Spectral analysis of high-dimensional sample covariance matrices with missing observations;Bernoulli;2017-11-01

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