A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix
Year of publication: |
2015
|
---|---|
Authors: | Bai, Zhidong ; Wang, Chen |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 96.2015, C, p. 333-340
|
Publisher: |
Elsevier |
Subject: | Auto-cross covariance | Limiting spectral distribution | Random matrix theory | Stieltjes transform |
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