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):
Displayed 16 items.
- Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← 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)
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables (Q2258839) (← links)
- A multivariate functional limit theorem in weak \(M_1\) topology (Q2346974) (← links)
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Heavy-Tailed Branching Process with Immigration (Q5745540) (← links)