Pages that link to "Item:Q365720"

The following pages link to Precise large deviations for dependent regularly varying sequences (Q365720):

Displaying 24 items.

• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
• Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
• On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
• An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
• The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
• Precise large deviations for dependent subexponential variables (Q2040065) (← links)
• Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
• Characterization of large deviation probabilities for regenerative sequences (Q2135119) (← links)
• Tail measures and regular variation (Q2144349) (← 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 cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
• Heavy-tailed random walks, buffered queues and hidden large deviations (Q2278655) (← links)
• The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times (Q2692198) (← links)
• Exact moderate and large deviations for linear random fields (Q4684950) (← links)
• (Q5430706) (← links)
• Aggregation of network traffic and anisotropic scaling of random fields (Q6040487) (← links)
• Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)
• Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)
• Stable sums to infer high return levels of multivariate rainfall time series (Q6626593) (← links)
• Stable large deviations for deterministic dynamical systems (Q6630817) (← links)