Pages that link to "Item:Q5448750"

The following pages link to On a Theorem of Breiman and a Class of Random Difference Equations (Q5448750):

Displaying 36 items.

• A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
• Ruin probabilities under Sarmanov dependence structure (Q310666) (← links)
• Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
• Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) (← links)
• Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
• Random difference equations with subexponential innovations (Q525896) (← links)
• The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
• The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
• Asymptotics of random contractions (Q661266) (← links)
• Tail behavior of conditional sojourn times in processor-sharing queues (Q877791) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
• A general approach to full-range tail dependence copulas (Q1681085) (← links)
• Stochastic fixed-point equation and local dependence measure (Q2083265) (← links)
• Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
• Sharp concentration for the largest and smallest fragment in a \(k\)-regular self-similar fragmentation (Q2135402) (← links)
• A phase transition for tails of the free multiplicative convolution powers (Q2143677) (← links)
• Homogeneous mappings of regularly varying vectors (Q2240484) (← links)
• Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
• Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
• On relative stability and weighted laws of large numbers (Q2363658) (← links)
• A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
• Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
• On the use of bivariate Mellin transform in bivariate random scaling and some applications (Q2445487) (← links)
• Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
• THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS (Q3008156) (← links)
• Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
• Tail Asymptotics for a Random Sign Lindley Recursion (Q3550989) (← links)
• A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (Q4638680) (← links)
• On perpetuities with gamma-like tails (Q4684945) (← links)
• Asymptotics of Hybrid Fluid Queues with Lévy Input (Q4918566) (← links)
• Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
• On Exceedance Times for Some Processes with Dependent Increments (Q5416546) (← links)
• Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← links)
• A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
• Revisiting the product of random variables (Q6159086) (← links)