A characterization of multivariate regular variation.
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Publication:1872386
DOI10.1214/aoap/1031863174zbMath1070.60011OpenAlexW1969818092MaRDI QIDQ1872386
Bojan Basrak, Richard A. Davis, Thomas Mikosch
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1031863174
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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