Limiting Spectral Distribution of Large-Dimensional Sample Covariance Matrices Generated by VARMA, Journal of Multivariate Analysis, 2009, 100: 2112-2125
Hits:
|
Pre One:Comparing ratios of the mean to a power of variance in two samples via self-normalized test statistics, Communications in Statistics- Theory and Methods, 2020, 49(11): 2787-2799
Next One:On limiting spectral distribution of large sample covariance matrices by VARMA(p,q), Journal of Time Series Analysis, 2011, 32(5): 539-546