Convergence of the spectrum of empirical covariance matrices for independent MRW processes

Author： Allez Romain   Rhodes Rémi   Vargas Vincent  

Publisher： Edp Sciences

E-ISSN： 1262-3318|19|issue|327-360

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.19, Iss.issue, 2015-10, pp. : 327-360

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