ESAIM: Probability and Statistics (ESAIM: P&S)

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

Romain Allez, Rémi Rhodes and Vincent Vargas

ESAIM: PS, 19 (2015) 327-360

Published online: 09 October 2015

DOI: 10.1051/ps/2014028

Romain Allez

Rémi Rhodes

Vincent Vargas

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