Point process convergence for the off-diagonal entries of sample covariance matrices

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Publication:2240824

DOI10.1214/20-AAP1597zbMath1479.60101arXiv2002.07771OpenAlexW3150635303MaRDI QIDQ2240824

Johannes Heiny, Thomas Mikosch, Jorge Yslas

Publication date: 4 November 2021

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.07771




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