Limiting Spectral Distribution for Large Sample Covariance Matrices with m-Dependent Elements

作者：Hui, Jun; Pan, Guangming^*

来源：Communications in Statistics - Theory and Methods, 2010, 39(6): 935-941.

DOI：10.1080/03610920902807929

• Limiting spectral distribution
• m-dependent
• Sample covariance matrices

This article establishes the limiting spectral distribution of large sample covariance matrices with m-dependent random variables under the second moment condition by verifying the condition of Theorem 1.1 in Bai and Zhou (2008).

• 出版日期2010
• 单位合肥工业大学; 南阳理工学院