Closure property and maximum of randomly weighted sums with heavy-tailed increments
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference19 articles.
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2. Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables;Lithuanian Mathematical Journal;2021-12-02
3. Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure;Communications in Statistics - Theory and Methods;2017-08-02
4. CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS;J KOREAN MATH SOC;2017
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