Johannes Heiny

Identifiers

No identifiers captured yet.

Papers (2)

1. Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case math.PR · 2016 · author #1
2. Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series math.ST · 2016 · author #2

Mentions

No mention provenance yet.

Frequent Coauthors

• Thomas Mikosch 2 shared papers
• Richard Davis 1 shared papers
• Xiaolei Xie 1 shared papers