Tail measures and regular variation
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Publication:2144349
DOI10.1214/22-EJP788MaRDI QIDQ2144349
Enkelejd Hashorva, Martin Bladt, Georgiy M. Shevchenko
Publication date: 13 June 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.04396
weak convergenceregular variationmax-stable processeshidden regular variationPolish metric spacecàdlàg processesspectral tail processestail measurestail processes
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Spaces of measures, convergence of measures (28A33) Convergence of probability measures (60B10)
Related Items (2)
Cites Work
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