Pages that link to "Item:Q2405222"
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The following pages link to The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model (Q2405222):
Displaying 6 items.
- Tail measure and spectral tail process of regularly varying time series (Q1634191) (← links)
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Random matrix theory for heavy-tailed time series (Q2314507) (← links)
- The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
- Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717) (← links)
