Pages that link to "Item:Q328780"

The following pages link to A large deviations approach to limit theory for heavy-tailed time series (Q328780):

Displaying 17 items.

• A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
• An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
• The tail process revisited (Q1633433) (← links)
• Tail measure and spectral tail process of regularly varying time series (Q1634191) (← links)
• Spectral tail processes and max-stable approximations of multivariate regularly varying time series (Q2000137) (← links)
• Precise large deviations for dependent subexponential variables (Q2040065) (← links)
• Compound Poisson approximation for regularly varying fields with application to sequence alignment (Q2040067) (← links)
• Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
• Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
• Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
• The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
• Convergence of partial sum processes to stable processes with application for aggregation of branching processes (Q2673836) (← links)
• Gumbel and Fréchet convergence of the maxima of independent random walks (Q3298818) (← links)
• How close are time series to power tail Lévy diffusions? (Q4644249) (← links)
• Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)
• Causality in extremes of time series (Q6151143) (← links)
• Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)