Precise large deviations for dependent regularly varying sequences (Q365720)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precise large deviations for dependent regularly varying sequences |
scientific article |
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Precise large deviations for dependent regularly varying sequences (English)
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9 September 2013
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stationary sequence
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large deviation principle
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regular variation
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Markov processes
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stochastic volatility model
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GARCH
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