Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series

• 期刊名称Stochastic Processes and their Applications
• 作者Davis, Richard A.; Mikosch, Thomas; Pfaffel, Oliver
• 卷第126卷
• 期第3期
• 印刷ISSN0304-4149
• 文件大小419.68KB
• 发表时间2016-03
• DOI10.1016/j.spa.2015.10.001
• 页码767-799