Extreme value analysis for the sample covariance matrices of heavy-tailed multivariate time series
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Extremes |
Volume | 19 |
Issue number | 3 |
Pages (from-to) | 517-547 |
ISSN | 1386-1999 |
DOIs | |
Publication status | Published - 2016 |
ID: 167520063