Large deviations for dependent heavy tailed random variables
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Publication:459489
DOI10.1016/j.jkss.2011.09.001zbMath1296.60070MaRDI QIDQ459489
J. Herrera, D. Rodríguez-Gómez
Publication date: 13 October 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2011.09.001
large deviations; heavy tails; stationary sequence; negatively associated; \(m\)-dependent; logarithmic asymptotic behaviors
60F10: Large deviations