allez.rhodes.ea:15:convergence¶
BibTeX Entry:
@article{allez.rhodes.ea:15:convergence,
author = {Allez, Romain and Rhodes, R\'emi and Vargas, Vincent},
doi = {10.1051/ps/2014028},
fjournal = {ESAIM. Probability and Statistics},
issn = {1292-8100,1262-3318},
journal = {ESAIM Probab. Stat.},
mrclass = {60B20 (60G18)},
mrnumber = {3412649},
pages = {327--360},
title = {Convergence of the spectrum of empirical covariance matrices for independent {MRW} processes},
url = {https://doi.org/10.1051/ps/2014028},
volume = {19},
year = {2015}
}