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Precise large deviations for dependent regularly varying sequences

Precise large deviations for dependent regularly varying sequences

T. Mikosch
Olivier Wintenberger
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Papers citing "Precise large deviations for dependent regularly varying sequences"

3 / 3 papers shown
Title
A functional limit theorem for dependent sequences with infinite variance stable limits
A functional limit theorem for dependent sequences with infinite variance stable limits
Bojan Basrak
Danijel Krizmanić
Johan Segers
113
82
0
08 Jan 2010
Stable limits for sums of dependent infinite variance random variables
Stable limits for sums of dependent infinite variance random variables
K. Bartkiewicz
Adam Jakubowski
T. Mikosch
Olivier Wintenberger
84
76
0
15 Jun 2009
Regularly varying multivariate time series
Regularly varying multivariate time series
Bojan Basrak
Johan Segers
133
220
0
26 Jul 2007

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