Pages that link to "Item:Q5962607"
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The following pages link to Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series (Q5962607):
Displaying 11 items.
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← 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)
- Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
- Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← 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)
- High-dimensional sample covariance matrices with Curie-Weiss entries (Q5140268) (← links)
