On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
| Year of publication: |
2011
|
|---|---|
| Authors: | Wang, Cheng ; Jin, Baisuo ; Miao, Baiqi |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 5, p. 539-546
|
| Publisher: |
Wiley Blackwell |