Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes

Journal of Theoretical Probability

Volumn 28, Issue 2, 2015, Pages 745-783

  Banna, Marwa ^a   Merlevède, Florence ^a  

^a CNRS   (France)

Author keywords

Limiting spectral distribution; Lindeberg method; Marc enko Pastur distributions; Sample covariance matrices; Weak dependence

Indexed keywords

EID: 84937976503     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-013-0508-x     Document Type: Article

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