Precise large deviations for dependent regularly varying sequences (Q365720)
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scientific article; zbMATH DE number 6207009
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Precise large deviations for dependent regularly varying sequences |
scientific article; zbMATH DE number 6207009 |
Statements
Precise large deviations for dependent regularly varying sequences (English)
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9 September 2013
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stationary sequence
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large deviation principle
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regular variation
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Markov processes
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stochastic volatility model
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GARCH
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0.8407983183860779
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0.7941677570343018
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0.78716641664505
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0.7871189117431641
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