Regularly varying functions
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Publication:5900134
DOI10.2298/PIM0694171JzbMath1164.60301OpenAlexW1984074210MaRDI QIDQ5900134
Thomas Mikosch, Anders Hedegaard Jessen
Publication date: 2 July 2008
Published in: Publications de l'Institut Math?matique (Belgrade) (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/130245
Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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