Abstract
This paper studies the limiting spectral distribution (LSD) of a symmetrized auto-cross covariance matrix. The auto-cross covariance matrix is defined as
Citation
Baisuo Jin. Chen Wang. Z. D. Bai. K. Krishnan Nair. Matthew Harding. "Limiting spectral distribution of a symmetrized auto-cross covariance matrix." Ann. Appl. Probab. 24 (3) 1199 - 1225, June 2014. https://doi.org/10.1214/13-AAP945
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