Extremal behavior of regularly varying stochastic processes

Author:

Hult Henrik,Lindskog Filip

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference18 articles.

1. B. Basrak, The sample autocorrelation function of non-linear time series, Ph.D. Thesis, Department of Mathematics, University of Groningen, 2000.

2. A characterization of multivariate regular variation;Basrak;Ann. Appl. Probab.,2002

3. Convergence of Probability Measures;Billingsley,1968

4. Regular variation;Bingham,1987

5. Tail probabilities of subadditive functionals acting on Lévy processes;Braverman;Ann. Appl. Probab.,2002

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