The following pages link to (Q5525727):
Displaying 50 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum (Q265287) (← links)
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Ruin probabilities under Sarmanov dependence structure (Q310666) (← links)
- Bounds for randomly shared risk of heavy-tailed loss factors (Q347153) (← links)
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Weak quenched limiting distributions for transient one-dimensional random walk in a random environment (Q372562) (← links)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors (Q391833) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- Relative stability in strictly stationary random sequences (Q436291) (← links)
- Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
- A note on the normal approximation error for randomly weighted self-normalized sums (Q485552) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
- Heavy tails of OLS (Q528137) (← links)
- The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309) (← links)
- The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
- Estimation for first-order autoregressive processes with positive or bounded innovations (Q583792) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Moderate deviations for a risk model based on the customer-arrival process (Q654486) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
- On the uniqueness of the maximum of the paths of random walks (Q866610) (← links)
- Cluster sets of self-normalized sums (Q867101) (← links)
- Tail behavior of conditional sojourn times in processor-sharing queues (Q877791) (← links)
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
