The following pages link to Regularly varying functions (Q5900134):
Displaying 50 items.
- Extremes of Gaussian fields with a smooth random variance (Q273728) (← links)
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Tail behavior of solutions of linear recursions on trees (Q424501) (← links)
- Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985) (← links)
- Modeling clusters of extreme values (Q483518) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- New characterizations of multivariate max-domain of attraction and \(D\)-norms (Q826005) (← links)
- Randomly stopped extreme Zipf extensions (Q826010) (← links)
- Statistical analysis of the end-to-end delay of packet transfers in a peer-to-peer network (Q832114) (← links)
- Bridging centrality and extremity: refining empirical data depth using extreme value statistics (Q892256) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
- Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853) (← links)
- Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
- Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- Microfoundations for diffusion price processes (Q1932534) (← links)
- The Zipf-Poisson-stopped-sum distribution with an application for modeling the degree sequence of social networks (Q2008132) (← links)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (Q2059684) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- Input-output consistency in integrate and fire interconnected neurons (Q2101918) (← links)
- A phase transition for tails of the free multiplicative convolution powers (Q2143677) (← links)
- A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications (Q2158510) (← links)
- Maxima and sums of non-stationary random length sequences (Q2198601) (← links)
- The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences (Q2224964) (← links)
- Homogeneous mappings of regularly varying vectors (Q2240484) (← links)
- Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching (Q2273716) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
- Prediction of components in random sums (Q2397965) (← links)
- Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
