| Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series RA Davis, J Heiny, T Mikosch, X Xie Extremes 19, 517-547, 2016 | 31 | 2016 |
| Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case J Heiny, T Mikosch Stochastic Processes and their Applications 127 (7), 2179-2207, 2017 | 26 | 2017 |
| Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices J Heiny, T Mikosch Stochastic Processes and their Applications 128 (8), 2779-2815, 2018 | 17 | 2018 |
| The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails J Heiny, T Mikosch | 13 | 2019 |
| Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations J Heiny, J Yao The Annals of Statistics 50 (6), 3249-3280, 2022 | 12 | 2022 |
| Sequential change point detection in high dimensional time series J Gösmann, C Stoehr, J Heiny, H Dette arXiv preprint arXiv:2006.00636, 2020 | 12 | 2020 |
| Extreme eigenvalue statistics of m-dependent heavy-tailed matrices B Basrak, Y Cho, J Heiny, P Jung Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 57 (4 …, 2021 | 10 | 2021 |
| Point process convergence for the off-diagonal entries of sample covariance matrices J Heiny, T Mikosch, J Yslas | 8 | 2021 |
| Log determinant of large correlation matrices under infinite fourth moment J Heiny, N Parolya arXiv preprint arXiv:2112.15388, 2021 | 7 | 2021 |
| High-dimensional sample covariance matrices with Curie-Weiss entries M Fleermann, J Heiny arXiv preprint arXiv:1910.12332, 2019 | 7 | 2019 |
| Large sample autocovariance matrices of linear processes with heavy tails J Heiny, T Mikosch Stochastic Processes and their Applications 141, 344-375, 2021 | 6 | 2021 |
| Logarithmic law of large random correlation matrix N Parolya, J Heiny, D Kurowicka arXiv preprint arXiv:2103.13900, 2021 | 6 | 2021 |
| Thin-shell theory for rotationally invariant random simplices J Heiny, S Johnston, J Prochno Electronic Journal of Probability 27, 1-41, 2022 | 5 | 2022 |
| On estimation of quadratic variation for multivariate pure jump semimartingales J Heiny, M Podolskij Stochastic Processes and their Applications 138, 234-254, 2021 | 5 | 2021 |
| Maximum interpoint distance of high-dimensional random vectors J Heiny, C Kleemann arXiv preprint arXiv:2302.06965, 2023 | 4 | 2023 |
| Extreme eigenvalue statistics of -dependent heavy-tailed matrices B Basrak, Y Cho, J Heiny, P Jung arXiv preprint arXiv:1910.08511, 2019 | 4 | 2019 |
| Random matrix theory for heavy-tailed time series J Heiny Journal of Mathematical Sciences 237, 652-666, 2019 | 4 | 2019 |
| Extreme eigenvalues of sample covariance and correlation matrices J Heiny University of Copenhagen, Faculty of Science, Department of Mathematical …, 2017 | 4 | 2017 |
| Large sample correlation matrices: a comparison theorem and its applications J Heiny Electronic Journal of Probability 27, 1-20, 2022 | 2 | 2022 |
| Point process convergence for symmetric functions of high-dimensional random vectors J Heiny, C Kleemann Extremes, 1-33, 2023 | 1 | 2023 |
mikoschUniversity of CopenhagenVerified email at math.ku.dk
