The following pages link to (Q5525727):
Displaying 50 items.
- The extremal index for GARCH(1,1) processes (Q907366) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- Processor sharing: a survey of the mathematical theory (Q927561) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
- The ratio of the extreme to the sum in a random sequence (Q1003314) (← links)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
- More limit theory for the sample correlation function of moving averages (Q1062404) (← links)
- Convolution tails, product tails and domains of attraction (Q1065452) (← links)
- Joint stable attraction of two sums of products (Q1102026) (← links)
- Subexponentiality of the product of independent random variables (Q1315403) (← links)
- Limit distributions for linear programming time series estimators (Q1332320) (← links)
- Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
- Limit theory for bilinear processes with heavy-tailed noise (Q1354837) (← links)
- ``Slimming'' of power-law tails by increasing market returns (Q1599010) (← links)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
- Joint exceedances of random products (Q1635978) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
- The supremum of a Gaussian process over a random interval (Q1771422) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- Relationships between pure tail orderings of lifetime distributions and some concepts of residual life (Q1817393) (← links)
- Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- Estimation for a longitudinal linear model with measurement errors (Q1952067) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Large portfolio losses in a turbulent market (Q2030632) (← links)
- Precise large deviations for dependent subexponential variables (Q2040065) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (Q2059684) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Modelling extremes of spatial aggregates of precipitation using conditional methods (Q2080785) (← links)
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576) (← links)
- On the emergence of a power law in the distribution of COVID-19 cases (Q2127420) (← links)
- A phase transition for tails of the free multiplicative convolution powers (Q2143677) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity (Q2158811) (← links)
- Homogeneous mappings of regularly varying vectors (Q2240484) (← links)
- Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
