Pages that link to "Item:Q2238893"

The following pages link to Large sample autocovariance matrices of linear processes with heavy tails (Q2238893):

Displaying 13 items.

• Limiting spectral distribution of sample autocovariance matrices (Q396002) (← links)
• Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← links)
• Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
• Sample covariance matrix for random vectors with heavy tails (Q1303914) (← links)
• Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
• Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← 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)
• Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717) (← links)
• Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
• Higher order approximations for autocovariances from linear processes with applications (Q3782624) (← links)
• Sample Covariance Matrices of Heavy-Tailed Distributions (Q4619459) (← links)
• Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series (Q5962607) (← links)