Pages that link to "Item:Q3510415"

The following pages link to Regular variation for measures on metric spaces (Q3510415):

Displaying 50 items.

• A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
• Extremes of independent stochastic processes: a point process approach (Q291403) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
• Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
• The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285) (← links)
• On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
• On the convergence of LePage series in Skorokhod space (Q654492) (← links)
• Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
• Support theorems for the Radon transform and Cramér-Wold theorems (Q842394) (← links)
• Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
• Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
• Large deviations for heavy-tailed factor models (Q1003783) (← links)
• Regular variation on measure chains (Q1049523) (← links)
• Multivariate regular variation of discrete mass functions with applications to preferential attachment networks (Q1617335) (← 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)
• Joint exceedances of random products (Q1635978) (← links)
• Implicit extremes and implicit max-stable laws (Q1675704) (← links)
• Branching random walks, stable point processes and regular variation (Q1683814) (← links)
• Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
• Distributions with heavy tails in Orlicz spaces (Q1692254) (← links)
• Conditional extreme value models: fallacies and pitfalls (Q1693608) (← links)
• Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
• Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
• Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
• Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
• Large deviations for heavy-tailed random elements in convex cones (Q2019058) (← links)
• Principal component analysis for multivariate extremes (Q2044326) (← links)
• Extremal dependence measure for functional data (Q2078556) (← links)
• Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
• Principal component analysis of infinite variance functional data (Q2101477) (← links)
• Convergence of persistence diagram in the sparse regime (Q2108906) (← links)
• Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
• Tangent fields, intrinsic stationarity, and self similarity (Q2119696) (← links)
• The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← links)
• Tail measures and regular variation (Q2144349) (← links)
• Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity (Q2158811) (← links)
• Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
• The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
• Convex hulls of regularly varying processes (Q2253977) (← links)
• Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
• Heavy-tailed random walks, buffered queues and hidden large deviations (Q2278655) (← links)
• Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
• Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
• Trend detection for heteroscedastic extremes (Q2303026) (← links)
• Are extreme value estimation methods useful for network data? (Q2303029) (← links)
• Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
• A note on vague convergence of measures (Q2322688) (← links)