Pages that link to "Item:Q4822461"
From MaRDI portal
The following pages link to On the foundations of multivariate heavy-tail analysis (Q4822461):
Displaying 24 items.
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Analysis of dependence among size, rate and duration in internet flows (Q977617) (← links)
- Large deviations for heavy-tailed factor models (Q1003783) (← links)
- Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
- \(\ell\) major component detection and analysis (\(\ell^1\) MCDA): foundations in two dimensions (Q1736538) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948) (← links)
- On the order of functions at infinity (Q2400645) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- On a directionally reinforced random walk (Q3190215) (← links)
- Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
- Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise (Q5255761) (← links)
- Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines* (Q5310696) (← links)
- PC Translation Models for Random Vectors and Multivariate Extremes (Q5376557) (← links)
- The influence of dependence on data network models (Q5387078) (← links)
- The Exit Problem from a Neighborhood of the Global Attractor for Dynamical Systems Perturbed by Heavy-Tailed Lévy Processes (Q5416842) (← links)
- On regular variation for infinitely divisible random vectors and additive processes (Q5475393) (← links)
- Data network models of burstiness (Q5480004) (← links)
