Mikosch Thomas

Presentations in Math-Net.Ru

1. Asymptotic Theory for the Largest Eigenvalues of The Sample Autocovariance Function of High-Dimensional Heavy–Tailed Time Series
   T. Mikosch
   International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov
   February 13, 2015 15:30