Random matrix theory for heavy-tailed time series (Q2314507)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Random matrix theory for heavy-tailed time series |
scientific article |
Statements
Random matrix theory for heavy-tailed time series (English)
0 references
23 July 2019
0 references
heavy-tailed entries
0 references
asymptotic theories
0 references
covariance matrices
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references