The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model (Q2405222)

From MaRDI portal
Revision as of 05:25, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model
scientific article

    Statements

    The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    21 September 2017
    0 references
    dependent entries
    0 references
    eigenvectors
    0 references
    largest eigenvalues
    0 references
    regular variation
    0 references
    sample covariance matrix
    0 references
    stochastic volatility
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references