Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure
DOI10.1080/03610926.2016.1248785zbMATH Open1386.60166OpenAlexW2539119546MaRDI QIDQ4595873FDOQ4595873
Authors: Yiyu Hu, Jijiao He, Shijie Wang, Xuejun Wang 
Publication date: 6 December 2017
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2016.1248785
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Probability distributions: general theory (60E05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)
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- A note on the tail behavior of randomly weighted and stopped dependent sums
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- The local max-sum equivalence of real valued random walks with heavy-tailed increments following FGM copula
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