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  Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series
 
 
Title: Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series
Author: Davis, Richard A.
Mikosch, Thomas
Pfaffel, Oliver
Appeared in: Stochastic processes and their applications
Paging: Volume 126 (2016) nr. 3 pages 33 p.
Year: 2016
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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