Limit theorems for the largest eigenvalues of the sample covariance matrix of a heavy-tailded time series

09.03.2017 16:30 - 18:00

Johannes Heiny (Univ. of Copenhagen & Aarhus Univ.), Vienna SE in Mathematical Finance and Probability

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Location:

SR DC 07, Freihaus rot, 7. OG., TU Wien, Wiedner Hauptstr. 8, 1040 Wien