Large deviations for heavy-tailed factor models
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Publication:1003783
DOI10.1016/j.spl.2008.08.011zbMath1157.60023arXiv0712.0459MaRDI QIDQ1003783
Boualem Djehiche, Jens Svensson
Publication date: 4 March 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.0459
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