General inverse problems for regular variation (Q5245627): Difference between revisions

@@ Property / arXiv ID @@
+.5777
@@ Property / arXiv ID: 1401.5777 / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of multivariate regular variation.
+Normal rank
@@ Property / cites work @@
+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes of Stochastic Volatility Models
@@ Property / cites work: Extremes of Stochastic Volatility Models / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponentiality and infinite divisibility
@@ Property / cites work: Subexponentiality and infinite divisibility / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail probabilities for infinite series of regularly varying random vectors
+Normal rank
@@ Property / cites work @@
+Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails
+Normal rank
@@ Property / cites work @@
+Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws
+Normal rank
@@ Property / cites work @@
+Q4114580
@@ Property / cites work: Q4114580 / rank @@
+Normal rank
@@ Property / cites work @@
+The supremum of a negative drift random walk with dependent heavy-tailed steps.
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Moving averages with random coefficients and random coefficient autoregressive models
+Normal rank
@@ Property / cites work @@
+Q5667036
@@ Property / cites work: Q5667036 / rank @@
+Normal rank