The following pages link to Johannes Heiny (Q508721):
Displayed 20 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)
- On estimation of quadratic variation for multivariate pure jump semimartingales (Q2029771) (← links)
- Thin-shell theory for rotationally invariant random simplices (Q2076658) (← links)
- Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← 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)
- 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)
- High-dimensional sample covariance matrices with Curie-Weiss entries (Q5140268) (← links)
- The volume of random simplices from elliptical distributions in high dimension (Q6072912) (← links)
- Large sample covariance matrices of Gaussian observations with uniform correlation decay (Q6115258) (← links)
- Logarithmic law of large random correlation matrices (Q6178564) (← links)
- Log determinant of large correlation matrices under infinite fourth moment (Q6387170) (← links)
- Limiting spectral distribution for large sample correlation matrices (Q6409378) (← links)
- Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix (Q6427806) (← links)
- Extremes of joint inversions and descents on finite Coxeter groups (Q6453152) (← links)