Chen Wang,Baisuo Jin, Zhidong Bai*, Krishnan K. Nair, Matthew Harding, Strong Limit of The Extreme Eigenvalues of a Symmetrized Auto-Cross Covariance Matrix, Annals of Applied Probability, 2015, 25(6), 3624-3683.
Hits:
|
Pre One:Cheng Wang*, Baisuo Jin & Baiqi Miao, On limiting spectral distribution of large sample covariance matrices by VARMA(p,q), Journal of Time Series Analysis,2011,32(5):539-546.
Next One:Jialing Li, Baisuo Jin*, Multi-threshold Accelerated Failure Time Model, Annals of Statistics ,2018,46(6),2657-2682.