Gaussian fluctuations for sample covariance matrices with dependent data

Friesen O, Löwe M, Stolz M

Research article (journal) | Peer reviewed

Details about the publication

JournalJournal of Multivariate Analysis (J. Multivariate Anal.)
Volume114
Page range270-287
StatusPublished
Release year2013
Language in which the publication is writtenEnglish
DOI10.1016/j.jmva.2012.08.004
Link to the full texthttp://dx.doi.org/10.1016/j.jmva.2012.08.004

Authors from the University of Münster

Löwe, Matthias
Professur für Mathematische Stochastik (Prof. Löwe)
Stolz, Michael
Professur für Mathematische Stochastik (Prof. Löwe)