中国科学技术大学金百锁--中文主页-- 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.

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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.

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上一条： Baisuo Jin*, Cheng Wang, Baiqi Miao & Mong-Na Lo Huang, Limiting spectral distribution of large dimensional sample covariance matrices generated by VARMA, Journal of Multivariate Analysis, 2009, 100(9), 2112-2125.

下一条： 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.