Zhengyuan Xu. On the second-order statistics of the weighted sample covariance matrix. IEEE Transactions on Signal Processing, 51(2):527-534, 2003. [doi]
@article{Xu03-5,
title = {On the second-order statistics of the weighted sample covariance matrix},
author = {Zhengyuan Xu},
year = {2003},
doi = {10.1109/TSP.2002.807004},
url = {http://dx.doi.org/10.1109/TSP.2002.807004},
researchr = {https://researchr.org/publication/Xu03-5},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {51},
number = {2},
pages = {527-534},
}