Precise large deviations for dependent subexponential variables
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Publication:2040065
DOI10.3150/20-BEJ1276zbMath1480.60062arXiv2009.05790OpenAlexW3154596583MaRDI QIDQ2040065
Publication date: 9 July 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.05790
large deviation probabilityregular variationstationary sequenceGumbel distributionsubexponential distributionFréchet distributionmaximum domain of attraction
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