@article{inferenceinheavytailednonstationary,
  title = {Inference in heavy-tailed non-stationary multivariate time series},
  author = {Matteo Barigozzi and Giuseppe Cavaliere and Lorenzo Trapani},
  year = {2021},
  eprint = {2107.13894},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2107.13894v1},
}