Pages that link to "Item:Q2325386"

The following pages link to The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386):

Displayed 6 items.

• Eigenvector statistics of Lévy matrices (Q2039453) ‎ (← links)
• Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) ‎ (← links)
• Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) ‎ (← 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)
• High-dimensional sample covariance matrices with Curie-Weiss entries (Q5140268) ‎ (← links)