Convergence of the spectrum of empirical covariance matrices for independent MRW processes
Date
2015Dewey
Probabilités et mathématiques appliquéesSujet
MRW processes; Marchenko Pastur typeJournal issue
ESAIM. Probability and StatisticsVolume
19Publication date
2015Article pages
327-360Publisher
EDP sciencesCollections
Metadata
Show full item recordAuthor
Allez, Romain
Rhodes, Rémi
Vargas, Vincent