Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments

DOI10.1080/03610926.2013.851218zbMath1319.60055OpenAlexW2069177291MaRDI QIDQ2876234

Yang Yang, Jin-Guan Lin, Kai Yong Wang

Publication date: 18 August 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.851218

zbMATH Keywords

asymptoticstail probabilityrandom sumsnegatively/positively dependent random variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Large deviations (60F10)

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