Video: Thomas Mikosch, "Convergence of the largest eigenvalues in a sample covariance matrix for multivariate time series"

Video From 14w5157: Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond

Thomas Mikosch, University of Copenhagen (Denmark)

Wednesday, April 30, 2014 09:00 - 09:31

Convergence of the largest eigenvalues in a sample covariance matrix for multivariate time series

Thomas Mikosch, Video: Convergence of the largest eigenvalues in a sample covariance matrix for multivariate time series

Thomas Mikosch, Convergence of the largest eigenvalues in a sample covariance matrix for multivariate time series, Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond, BIRS, BIRS talk, 14w5157, math, mathematics, video

Banff International Research Station

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mpeg4

71M

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201404300900-Mikosch.html

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