VideoArxiv
Home
Workshops
Speakers
Thomas Mikosch
«
1
»
Title:
Convergence of the largest eigenvalues in a sample covariance matrix for multivariate time series
Speaker:
Thomas Mikosch
Link:
http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201404300900-Mikosch.html
Title:
The eigenvalues and eigenvectors of the sample covariance matrix of heavy-tailed multivariate time series
Speaker:
Thomas Mikosch
Link:
https://video-archive.fields.utoronto.ca/view/5019
«
1
»