Extreme value analysis for the sample covariance matrices of heavy-tailed multivariate time series
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Standard
Extreme value analysis for the sample covariance matrices of heavy-tailed multivariate time series. / Davis, Richard ; Heiny, Johannes; Mikosch, Thomas Valentin; Xie, Xiaolei.
I: Extremes, Bind 19, Nr. 3, 2016, s. 517-547.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Davis, R, Heiny, J, Mikosch, TV & Xie, X 2016, 'Extreme value analysis for the sample covariance matrices of heavy-tailed multivariate time series', Extremes, bind 19, nr. 3, s. 517-547. https://doi.org/10.1007/s10687-016-0251-7
APA
Davis, R., Heiny, J., Mikosch, T. V., & Xie, X. (2016). Extreme value analysis for the sample covariance matrices of heavy-tailed multivariate time series. Extremes, 19(3), 517-547. https://doi.org/10.1007/s10687-016-0251-7
Vancouver
Davis R, Heiny J, Mikosch TV, Xie X. Extreme value analysis for the sample covariance matrices of heavy-tailed multivariate time series. Extremes. 2016;19(3):517-547. https://doi.org/10.1007/s10687-016-0251-7
Author
Bibtex
@article{34fb98c747c24b808a288dea8306a299,
title = "Extreme value analysis for the sample covariance matrices of heavy-tailed multivariate time series",
author = "Richard Davis and Johannes Heiny and Mikosch, {Thomas Valentin} and Xiaolei Xie",
year = "2016",
doi = "10.1007/s10687-016-0251-7",
language = "English",
volume = "19",
pages = "517--547",
journal = "Extremes",
issn = "1386-1999",
publisher = "Springer",
number = "3",
}
RIS
TY - JOUR
T1 - Extreme value analysis for the sample covariance matrices of heavy-tailed multivariate time series
AU - Davis, Richard
AU - Heiny, Johannes
AU - Mikosch, Thomas Valentin
AU - Xie, Xiaolei
PY - 2016
Y1 - 2016
U2 - 10.1007/s10687-016-0251-7
DO - 10.1007/s10687-016-0251-7
M3 - Journal article
VL - 19
SP - 517
EP - 547
JO - Extremes
JF - Extremes
SN - 1386-1999
IS - 3
ER -
ID: 167520063