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 50 items.
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Functional convergence of linear processes with heavy-tailed innovations (Q300283) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Properties of spectral covariance for linear processes with infinite variance (Q406614) (← links)
- Heavy tails of OLS (Q528137) (← links)
- Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
- A ruin model with dependence between claim sizes and claim intervals (Q704406) (← links)
- On Beveridge-Nelson decomposition and limit theorems for linear random fields (Q847417) (← links)
- Modeling teletraffic arrivals by a Poisson cluster process (Q854996) (← links)
- Random rewards, fractional Brownian local times and stable self-similar processes (Q862213) (← links)
- Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
- Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences (Q939127) (← links)
- Trimmed sums of long range dependent moving averages (Q951214) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
- Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
- An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
- The divisible sandpile with heavy-tailed variables (Q1660311) (← links)
- Diagnostic check for heavy tail in linear time series (Q1731253) (← links)
- Integrability of infinite weighted sums of heavy-tailed i.i.d.\ random variables. (Q1766072) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Ruin probability with claims modeled by a stationary ergodic stable process. (Q1872170) (← links)
- Ruin problem and how fast stochastic processes mix (Q1872353) (← links)
- Long strange segments of a stochastic process. (Q1872448) (← links)
- Long strange segments in a long-range-dependent moving average. (Q1888751) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Stable-like fluctuations of Biggins' martingales (Q2010487) (← links)
- Precise large deviations for dependent subexponential variables (Q2040065) (← links)
- On conditioning a self-similar growth-fragmentation by its intrinsic area (Q2041840) (← links)
- The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← links)
- Testing mean changes by maximal ratio statistics (Q2135581) (← links)
- Regular variation of fixed points of the smoothing transform (Q2182628) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Exact upper tail probabilities of random series (Q2344861) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- The supremum of random walk with negatively associated and heavy-tailed steps (Q2467372) (← links)
- Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics (Q2488464) (← links)
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
- Estimation for non-negative time series with heavy-tail innovations (Q2852483) (← links)
- Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift (Q2854351) (← links)
- Do financial returns have finite or infinite variance? A paradox and an explanation (Q3063854) (← links)
- Information ranking and power laws on trees (Q3074494) (← links)
