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Zahira Khettab, Tahar Mourid

Public reference bibliography and cataloged PDF materials authored or published by Zahira Khettab, Tahar Mourid.

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Empirical distribution of eigenvalues of covariance matrices of ar processes. A simulation study

Year: 2015 • Source: hal.science • Listed PDF

We consider a class of random matrices Bn = X^Tj^Xj^, where X/v is a (N x n(N)) matrix consisting of indépendant rows, each row contains entries Xij satisfying an autoregressive relation AR(1) and Tjv is a diagonal matri...