Video library: T. Mikosch, Asymptotic Theory for the Largest Eigenvalues of The Sample Autocovariance Function of High-Dimensional Heavy--Tailed Time Series

International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov
February 13, 2015 15:30, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P-8a

Asymptotic Theory for the Largest Eigenvalues of The Sample Autocovariance Function of High-Dimensional Heavy–Tailed Time Series T. Mikosch
Language: English