- Title:
Eigenvalue distribution of large sample covariance matrices of linear processes
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Pfaffel, O. and Schlemm, E.
- Journal title:
- Probability and Mathematical Statistics
- Year:
- 2011
- Journal volume:
- 31
- Journal issue:
- 2
- Pages contribution:
- 313–329
- Reviewed:
- ja
- Language:
- en
- WWW:
- http://www.math.uni.wroc.pl/~pms/files/31.2/Article/31.2.9.pdf
- Status:
- Verlagsversion / published
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
- BibTeX