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Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA.

, , , and . J. Multivar. Anal., 100 (9): 2112-2125 (2009)

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Some limiting theorems of some random quadratic forms, , and . Statistics & Probability Letters, 75 (3): 151--157 (Dec 1, 2005)Central limit theorem of random quadratics forms involving random matrices, , and . Statistics & Probability Letters, 78 (6): 804--809 (Apr 15, 2008)Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA., , , and . J. Multivar. Anal., 100 (9): 2112-2125 (2009)