CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data

Shurong Zheng, Zhidong Bai, Jianfeng Yao +1

This paper investigates the central limit theorem for linear spectral statistics of high dimensional sample covariance matrices of the form $\mathbf{B}_n=n^{-1}\sum_{j=1}^{n}\mathb…