Pages that link to "Item:Q879257"
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The following pages link to Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257):
Displayed 25 items.
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985) (← links)
- Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- On maximal inequalities for stable stochastic integrals (Q867115) (← links)
- Extremal shot noises, heavy tails and max-stable random fields (Q906645) (← links)
- Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Heavy tails for an alternative stochastic perpetuity model (Q2010493) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
- Stable Lévy motion with values in the Skorokhod space: construction and approximation (Q2181626) (← links)
- Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
- Convex hulls of regularly varying processes (Q2253977) (← links)
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
- Extreme value theory for space-time processes with heavy-tailed distributions (Q2476290) (← links)
- Tail behavior of random products and stochastic exponentials (Q2476883) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- Regular Variation of Infinite Series of Processes with Random Coefficients (Q3191887) (← links)
- Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629) (← links)
- On regular variation for infinitely divisible random vectors and additive processes (Q5475393) (← links)
- The Alpha‐Heston stochastic volatility model (Q6054369) (← links)
- Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)
