Pages that link to "Item:Q2238893"
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The following pages link to Large sample autocovariance matrices of linear processes with heavy tails (Q2238893):
Displayed 3 items.
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- The asymptotic distribution of the condition number for random circulant matrices (Q2093404) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)