中国科学技术大学金百锁--中文主页-- 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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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： Limiting Spectral Distribution of Large-Dimensional Sample Covariance Matrices Generated by VARMA, Journal of Multivariate Analysis, 2009, 100: 2112-2125

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