Pages that link to "Item:Q1872494"
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The following pages link to The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494):
Displayed 37 items.
- Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
- A ruin model with dependence between claim sizes and claim intervals (Q704406) (← links)
- On Beveridge-Nelson decomposition and limit theorems for linear random fields (Q847417) (← links)
- Modeling teletraffic arrivals by a Poisson cluster process (Q854996) (← links)
- Random rewards, fractional Brownian local times and stable self-similar processes (Q862213) (← links)
- Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences (Q939127) (← links)
- Trimmed sums of long range dependent moving averages (Q951214) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
- Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
- Integrability of infinite weighted sums of heavy-tailed i.i.d.\ random variables. (Q1766072) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Ruin probability with claims modeled by a stationary ergodic stable process. (Q1872170) (← links)
- Ruin problem and how fast stochastic processes mix (Q1872353) (← links)
- Long strange segments of a stochastic process. (Q1872448) (← links)
- Long strange segments in a long-range-dependent moving average. (Q1888751) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- The supremum of random walk with negatively associated and heavy-tailed steps (Q2467372) (← links)
- Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics (Q2488464) (← links)
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
- Estimation for non-negative time series with heavy-tail innovations (Q2852483) (← links)
- Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift (Q2854351) (← links)
- Do financial returns have finite or infinite variance? A paradox and an explanation (Q3063854) (← links)
- Information ranking and power laws on trees (Q3074494) (← links)
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
- Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails (Q3550986) (← links)
- On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
- Asymptotics for Weighted Random Sums (Q4906510) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- How to model multivariate extremes if one must? (Q5313467) (← links)
- Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)