4 citations · 4 across the 1 of their papers we have counts for
1 paper
Chen Wang, Baisuo Jin, Z. D. Bai +2
The auto-cross covariance matrix is defined as \[\mathbf{M}_n=\frac{1} {2T}\sum_{j=1}^T\bigl(\mathbf{e}_j\mathbf{e}_{j+τ}^*+\mathbf{e}_{j+ τ}\mathbf{e}_j^*\bigr),\] where $\mathbf{…