Gaussian fluctuations for sample covariance matrices with dependent data
Friesen O, Löwe M, Stolz M
Research article (journal) | Peer reviewedDetails about the publication
Journal: Journal of Multivariate Analysis (J. Multivariate Anal.)
Volume: 114
Page range: 270-287
Status: Published
Release year: 2013
Language in which the publication is written: English
Link to the full text: http://dx.doi.org/10.1016/j.jmva.2012.08.004
Authors from the University of Münster
| Löwe, Matthias | |
| Stolz, Michael |