This is a preview. Log in through your library . Abstract We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We ...
Carpathian Journal of Mathematics, Vol. 39, No. 1 (2023), pp. 213-230 (18 pages) The normalized distance Laplacian matrix of a connected graph G, denoted by D𝓛(G), is defined by D𝓛(G) = ...
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