中国科学技术大学金百锁--中文主页-- 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.

金百锁 ( 教授 )
的个人主页 http://faculty.ustc.edu.cn/jinbaisuo/zh_CN/index.htm
教授

论文成果当前位置：中文主页 >> 科学研究 >> 论文成果

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.

点击次数：
是否译文：否

上一条： Zhidong Bai*, Baiqi Miao & Baisuo Jin, On limit theorem for the eigenvalues of product of two random matrices. Journal of Multivariate Analysis, 2007, 98(1), 76-101.

下一条： 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.