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Journal of Multivariate Analysis

Volumn 100, Issue 9, 2009, Pages 2112-2125

Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA

(4) Jin, Baisuo a Wang, Cheng a Miao, Baiqi a Lo Huang, Mong Na b

a UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA (China)

b NATIONAL SUN YAT SEN UNIVERSITY (Taiwan)

Author keywords

Large dimensional random matrices; Limiting spectral distribution; Vector autoregression

Indexed keywords

EID: 68949198727 PISSN: 0047259X EISSN: 10957243 Source Type: Journal
DOI: 10.1016/j.jmva.2009.06.011 Document Type: Article

Times cited : (30)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.