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

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