Pages that link to "Item:Q1872494"
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The following pages link to The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494):
Displaying 21 items.
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
- Regular Variation of Infinite Series of Processes with Random Coefficients (Q3191887) (← links)
- Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails (Q3550986) (← links)
- On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
- The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467) (← links)
- Calculation of ruin probabilities for a dense class of heavy tailed distributions (Q4576915) (← links)
- Exact moderate and large deviations for linear random fields (Q4684950) (← links)
- Asymptotics for Weighted Random Sums (Q4906510) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- General inverse problems for regular variation (Q5245627) (← links)
- Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629) (← links)
- How to model multivariate extremes if one must? (Q5313467) (← links)
- Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) (← links)
- Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)
- Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series (Q5962607) (← links)
- Causality in extremes of time series (Q6151143) (← links)
- Stable sums to infer high return levels of multivariate rainfall time series (Q6626593) (← links)
