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- Insurance Model under Periodic Taxation 2009-12-22 Paper From light tails to heavy tails through multiplier 2009-08-08 Paper On the Maximum Exceedance of...10 bytes (17 words) - 13:55, 8 December 2023
- in the Presence of Regularly Varying Tails 2004-12-16 Paper Maxima in the \(M^X/G/\infty\) system with ``heavy tails of group sizes 2004-10-18 Paper https://portal...10 bytes (18 words) - 18:31, 9 December 2023
- Introduction to Heavy-Tailed and Subexponential Distributions 2013-04-08 Paper On Large Delays in Multi-Server Queues with Heavy Tails 2012-05-24 Paper...10 bytes (17 words) - 17:03, 11 December 2023
- time series with heavy tails and strong time dependence 2021-04-15 Paper Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time...10 bytes (18 words) - 10:46, 6 October 2023
- Publication Type Harmonic analysis of branching random walks with heavy tails 2022-06-07 Paper Heavy-tailed branching random walks on multidimensional lattices...10 bytes (18 words) - 06:47, 7 October 2023
- for the statistical surveillance of spatial autoregressive models with heavy tails 2022-10-18 Paper Stochastic properties of spatial and spatiotemporal ARCH...10 bytes (16 words) - 18:37, 24 September 2023
- time tails in the single server queue with heavy-tailed service times 2012-01-26 Paper Asymptotics of randomly stopped sums in the presence of heavy tails...10 bytes (18 words) - 15:47, 10 December 2023
- high-dimensional stochastic volatility models with heavy tails 2019-09-25 Paper Random matrix theory for heavy-tailed time series 2019-07-23 Paper Almost sure...10 bytes (16 words) - 10:07, 6 October 2023
- M/G/1 queues and ruin problems with heavy tails 1998-02-03 Paper Large deviations results for subexponential tails, with applications to insurance risk...10 bytes (17 words) - 15:13, 7 December 2023
- Introduction to Heavy-Tailed and Subexponential Distributions 2011-03-18 Paper Asymptotics of randomly stopped sums in the presence of heavy tails 2011-02-28...10 bytes (18 words) - 01:52, 11 December 2023
- interest force in the presence of heavy tails. 2003-11-16 Paper A local limit theorem for random walk maxima with heavy tails 2002-09-05 Paper Ruin under interest...10 bytes (18 words) - 12:12, 11 December 2023
- inference via expectiles in heavy-tailed time series 2024-03-06 Paper Inference for extremal regression with dependent heavy-tailed data 2024-01-04 Paper...10 bytes (17 words) - 15:47, 10 December 2023
- extremogram 2017-05-12 Paper Heavy tails of OLS 2017-05-12 Paper Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time...10 bytes (17 words) - 21:00, 9 December 2023
- ExpectHill estimation, extreme risk and heavy tails 2021-02-04 Paper Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion...10 bytes (16 words) - 04:36, 9 December 2023
- of a heavy-tailed multivariate time series 2016-02-15 Paper Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails 2014-02-06...10 bytes (16 words) - 20:02, 9 December 2023
- hidden regular variation 2006-05-24 Paper Heavy-Tail Phenomena 2006-05-03 Paper Activity rates with very heavy tails 2006-04-28 Paper Extreme Value Theory...10 bytes (19 words) - 14:44, 28 January 2024
- consistently varying tails 2017-06-14 Paper Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails 2016-11-11...10 bytes (17 words) - 03:53, 10 December 2023
- expected shortfall 2021-12-18 Paper Local robust estimation of Pareto-type tails with random right censoring 2021-05-03 Paper Extreme value estimation of...10 bytes (16 words) - 00:04, 10 December 2023
- Methodological Review 2023-05-22 Paper Cauchy, normal and correlations versus heavy tails 2022-06-01 Paper Handling missing extremes in tail estimation 2022-05-09...10 bytes (19 words) - 20:59, 9 December 2023
- nonstationary normal sequences 1998-03-01 Paper The qq-estimator and heavy tails 1998-02-17 Paper Parameter estimation for moving averages with positive...10 bytes (18 words) - 22:31, 8 December 2023