Asymptotics of Distances Between Sample Covariance Matrices

Roberto M. Pinheiro Pereira, Xavier Mestre, David Gregoratti. Asymptotics of Distances Between Sample Covariance Matrices. IEEE Transactions on Signal Processing, 72:1460-1474, 2024. [doi]

@article{PereiraMG24,
  title = {Asymptotics of Distances Between Sample Covariance Matrices},
  author = {Roberto M. Pinheiro Pereira and Xavier Mestre and David Gregoratti},
  year = {2024},
  doi = {10.1109/TSP.2024.3368771},
  url = {https://doi.org/10.1109/TSP.2024.3368771},
  researchr = {https://researchr.org/publication/PereiraMG24},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {72},
  pages = {1460-1474},
}