E-LIB Suche - Ergebnisse für: Heiny, Johannes

1

Maximum and point process convergence of symmetric function..:

Kleemann, Carolin , 2023

2

The volume of random simplices from elliptical distribution..:

Gusakova, Anna ; Heiny, Johannes ; Thäle, Christoph
Stochastic Processes and their Applications. 164 (2023) - p. 357-382 , 2023

Link: https://doi.org/10.1016/..

3

Point process convergence for symmetric functions of high-d..:

Heiny, Johannes ; Kleemann, Carolin
Extremes. 27 (2023) 2 - p. 185-217 , 2023

Link: https://doi.org/10.1007/..

4

Large sample covariance matrices of Gaussian observations w..:

Fleermann, Michael ; Heiny, Johannes
Stochastic Processes and their Applications. 162 (2023) - p. 456-480 , 2023

Link: https://doi.org/10.1016/..

5

On estimation of quadratic variation for multivariate pure ..:

Heiny, Johannes ; Podolskij, Mark
Stochastic Processes and their Applications. 138 (2021) - p. 234-254 , 2021

Link: https://doi.org/10.1016/..

6

Large sample autocovariance matrices of linear processes wi..:

Heiny, Johannes ; Mikosch, Thomas
Stochastic Processes and their Applications. 141 (2021) - p. 344-375 , 2021

Link: https://doi.org/10.1016/..

7

Almost sure convergence of the largest and smallest eigenva..:

Heiny, Johannes ; Mikosch, Thomas
Stochastic Processes and their Applications. 128 (2018) 8 - p. 2779-2815 , 2018

Link: https://doi.org/10.1016/..

8

Eigenvalues and eigenvectors of heavy-tailed sample covaria..:

Heiny, Johannes ; Mikosch, Thomas
Stochastic Processes and their Applications. 127 (2017) 7 - p. 2179-2207 , 2017

Link: https://doi.org/10.1016/..

9

Extreme value analysis for the sample autocovariance matric..:

Davis, Richard A. ; Heiny, Johannes ; Mikosch, Thomas.
Extremes. 19 (2016) 3 - p. 517-547 , 2016

Link: https://doi.org/10.1007/..

10

Asymptotic independence of point process and Frobenius norm..:

Heiny, Johannes ; Kleemann, Carolin
http://arxiv.org/abs/2302.13914. , 2023

Link: http://arxiv.org/abs/230..

11

Maximum interpoint distance of high-dimensional random vect..:

Heiny, Johannes ; Kleemann, Carolin
http://arxiv.org/abs/2302.06965. , 2023

Link: http://arxiv.org/abs/230..

12

Extremes of joint inversions and descents on finite Coxeter..:

Dörr, Philip ; Heiny, Johannes
http://arxiv.org/abs/2309.17314. , 2023

Link: http://arxiv.org/abs/230..

13

Point process convergence for symmetric functions of high-d..:

Heiny, Johannes ; Kleemann, Carolin
http://arxiv.org/abs/2303.15804. , 2023

Link: http://arxiv.org/abs/230..

14

Large Sample Covariance Matrices of Gaussian Observations w..:

Fleermann, Michael ; Heiny, Johannes
http://arxiv.org/abs/2203.04057. , 2022

Link: http://arxiv.org/abs/220..

15

Large sample correlation matrices: a comparison theorem and..:

Heiny, Johannes
http://arxiv.org/abs/2201.00916. , 2022

Link: http://arxiv.org/abs/220..