Limiting Spectral Distribution of Large-Dimensional Sample Covariance Matrices Generated by the Periodic Autoregressive Model

Algorithm 1

The proposed algorithm.

	Input:, Ending accuracy , Diitter variance in Hessian ;
	Output: Coefficients;
	initial , k = 0;
	repeat
	Compute gradient : ;
	Compute Hessian ;
	Direction of Newton’s law: ;
	Next iteration point: ;
	k = k+1;
	until.