Pages that link to "Item:Q718889"
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The following pages link to Stable limits for sums of dependent infinite variance random variables (Q718889):
Displaying 10 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)
- Extreme-value asymptotics for affine random walks (Q386672) (← links)
- Relative stability in strictly stationary random sequences (Q436291) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- Modeling clusters of extreme values (Q483518) (← links)
- A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
- A note on the normalizing sequences for sums of linear processes in the case of negative memory (Q683359) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)