Large deviation probabilities for sums of heavy-tailed dependent random vectors
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Publication:4371847
DOI10.1080/15326349708807444zbMath0899.60020OpenAlexW2127295624MaRDI QIDQ4371847
Adam Jakubowski, Alexander V. Nagaev, Alexander Yu. Zeigraev
Publication date: 21 January 1998
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: http://kpbc.umk.pl/Content/39958
regular variationlarge deviationsmixingstationary sequencesdependencestable limit theoremsmultivariate stable distributions
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Large deviations (60F10)
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