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 17 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)
• A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
• Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
• Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
• Thin-shell theory for rotationally invariant random simplices (Q2076658) (← links)
• Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) (← links)
• Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
• The asymptotic distribution of the condition number for random circulant matrices (Q2093404) (← links)
• Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← 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)
• Precise large deviations for strong subexponential distributions and applications on a multi risk model (Q5077888) (← links)
• High-dimensional sample covariance matrices with Curie-Weiss entries (Q5140268) (← links)