Pages that link to "Item:Q1872386"

The following pages link to A characterization of multivariate regular variation. (Q1872386):

Displaying 50 items.

• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Fat tails, VaR and subadditivity (Q528149) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
• Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
• High-level dependence in time series models (Q650680) (← links)
• On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
• Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
• Dependence structure of risk factors and diversification effects (Q659262) (← links)
• On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
• On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
• Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
• Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
• Support theorems for the Radon transform and Cramér-Wold theorems (Q842394) (← links)
• On Kesten's counterexample to the Cramér-Wold device for regular variation (Q850734) (← links)
• Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
• Subexponential distribution functions in \(R^{d}\) (Q876848) (← links)
• Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
• Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• On large deviations of multivariate heavy-tailed random walks (Q1014062) (← links)
• Regularly varying multivariate time series (Q1016605) (← links)
• Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853) (← links)
• Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
• Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
• Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
• Regular variation of GARCH processes. (Q1766073) (← links)
• Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
• Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices (Q1949212) (← links)
• Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
• Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
• Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
• Extremes and regular variation (Q2080146) (← links)
• Input-output consistency in integrate and fire interconnected neurons (Q2101918) (← links)
• Persistence of heavy-tailed sample averages: principle of infinitely many big jumps (Q2136090) (← links)
• A Cramér-Wold device for infinite divisibility of \(\mathbb{Z}^d \)-valued distributions (Q2137018) (← links)
• Tail measures and regular variation (Q2144349) (← links)
• Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity (Q2158811) (← links)
• Asymptotic analysis of portfolio diversification (Q2172054) (← links)
• First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation (Q2220430) (← links)
• The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
• Stable limits for associated regularly varying sequences (Q2304431) (← links)
• Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
• The convex hull of consecutive pairs of observations from some time series models (Q2443887) (← links)
• Heavy tailed solutions of multivariate smoothing transforms (Q2444630) (← links)
• Limit laws for random vectors with an extreme component (Q2455055) (← links)
• Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
• Extremal behavior of regularly varying stochastic processes (Q2485825) (← links)
• Characterizations and examples of hidden regular variation (Q2488443) (← links)