Pages that link to "Item:Q1872494"

The following pages link to The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494):

Displayed 24 items.

• 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)
• 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)
• 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)
• 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)
• How to model multivariate extremes if one must? (Q5313467) ‎ (← links)
• Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) ‎ (← links)
• Power estimates for ruin probabilities (Q5697199) ‎ (← links)