Authors: Monika Bhattacharjee Arup Bose

Citation: Monika Bhattacharjee et Arup Bose, LARGE SAMPLE BEHAVIOUR OF HIGH DIMENSIONAL AUTOCOVARIANCE MATRICES, Annals of statistics , 44(2), 2016, pp. 598-628

Authors: Monika Bhattacharjee Arup Bose

Citation: Monika Bhattacharjee et Arup Bose, Joint convergence of sample autocovariance matrices when p/n.0 with application, Annals of statistics , 47(6), 2019, pp. 3470-3503