Pages that link to "Item:Q508723"

The following pages link to Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723):

Displaying 2 items.

• Editorial: Special issue on time series extremes (Q508716) (← links)
• Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)