The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains

31 March 2013

Papers citing "The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains"

4 / 4 papers shown

Title
Precise large deviations for dependent regularly varying sequences T. Mikosch Olivier Wintenberger 82 46 0 07 Jun 2012
A functional limit theorem for dependent sequences with infinite variance stable limits Bojan Basrak Danijel Krizmanić Johan Segers 128 82 0 08 Jan 2010
Stable limits for sums of dependent infinite variance random variables K. Bartkiewicz Adam Jakubowski T. Mikosch Olivier Wintenberger 90 76 0 15 Jun 2009
Regularly varying multivariate time series Bojan Basrak Johan Segers 139 221 0 26 Jul 2007