|
| << previous | next >> |
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
Details for article 4 of 13 found articles
| Title: |
Large sample autocovariance matrices of linear processes with heavy tails |
| Author: |
Heiny, Johannes Mikosch, Thomas |
| Appeared in: |
Stochastic processes and their applications |
| Paging: | Volume 141 () nr. C pages 344-375 |
| Year: |
2021 |
| Contents: | |
| Publisher: |
Elsevier B.V. |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 4 of 13 found articles
| << previous | next >> |