A Note on the Limiting Spectral Distribution of a Symmetrized Auto-Cross   Covariance Matrix
  In Jin et al. (2014), the limiting spectral distribution (LSD) of a symmetrized auto-cross covariance matrix is derived using matrix manipulation, with finite $(2+\delta)$-th moment assumption. Here we give an alternative method using a result in Bai and Silverstein (2010), in which a weaker condition of finite 2nd moment is assumed. 
Zhidong Bai and Chen Wang
math.ST stat.TH