Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure

DOI10.1080/03610926.2016.1248785zbMath1386.60166OpenAlexW2539119546MaRDI QIDQ4595873

Yiyu Hu, Jijiao He, Shi-jie Wang, Xue-jun Wang

Publication date: 6 December 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2016.1248785

zbMATH Keywords

asymptoticssubexponential distributiondependence structuredominated variationrandomly weighted sums

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

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