The following pages link to Regularly varying functions (Q5900134):
Displaying 42 items.
- Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
- The Hsu-Robbins-Erdös theorem for the maximum partial sums of quadruplewise independent random variables (Q2682680) (← links)
- Second-order regular variation inherited from Laplace–Stieltjes transforms (Q2816439) (← links)
- On beta-product convolutions (Q2868597) (← links)
- Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- Information ranking and power laws on trees (Q3074494) (← links)
- Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
- Regularly distributed randomly stopped sum, minimum, and maximum (Q3295075) (← links)
- Models with hidden regular variation: Generation and detection (Q3466710) (← links)
- On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
- Asymptotic analysis for personalized Web search (Q3578045) (← links)
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
- Boolean convolutions and regular variation (Q4585089) (← links)
- Asymptotics for Weighted Random Sums (Q4906510) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
- When is Selfish Routing Bad? The Price of Anarchy in Light and Heavy Traffic (Q5131466) (← links)
- The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
- ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
- THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS (Q5416371) (← links)
- Determining Factors Behind the PageRank Log-Log Plot (Q5458304) (← links)
- Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)
- The arctan family of distributions: New results with applications (Q6066372) (← links)
- Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims (Q6096161) (← links)
- A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise (Q6116327) (← links)
- Tail inverse regression: dimension reduction for prediction of extremes (Q6137714) (← links)
- Sharp sufficient conditions for mean convergence of the maximal partial sums of dependent random variables with general norming sequences (Q6144665) (← links)
- A new distributional approach: estimation, Monte Carlo simulation and applications to the biomedical data sets (Q6145339) (← links)
- Causality in extremes of time series (Q6151143) (← links)
- On extremes of random clusters and marked renewal cluster processes (Q6159617) (← links)
- Fork-join and redundancy systems with heavy-tailed job sizes (Q6163557) (← links)
- Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations (Q6164120) (← links)
- Extreme value inference for heterogeneous power law data (Q6177326) (← links)
- A note on the tails of the GO-GARCH process (Q6537774) (← links)
- Extreme Value Estimation for Heterogeneous Data (Q6586905) (← links)
- Extremal properties of evolving networks: local dependence and heavy tails (Q6601560) (← links)
- New results for the Marshall-Olkin family of distributions (Q6610433) (← links)
- On the smoothness of slowly varying functions (Q6622907) (← links)
