A law of the iterated logarithm for the sample covariance matrix. Sepanski, Steven J. — 2003 Electronic Communications in Probability [electronic only]
A weak law of large numbers for the sample covariance matrix. Sepanski, Steven J.; Pan, Zhidong — 2000 Electronic Communications in Probability [electronic only]
Regular variation and the functional central limit theorem for heavy tailed random vectors. Meeschaert, Mark M.; Sepanski, Steven J. — 2002 Publications de l'Institut Mathématique. Nouvelle Série