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A large deviations approach to limit theory for heavy-tailed time series
Thomas Valentin Mikosch
, Olivier Wintenberger
Institut for Matematiske Fag
12
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Matematik
Empirical Process
28%
GARCH Model
33%
Heavy Tails
29%
Large Deviations
73%
Multivariate Time Series
31%
Point Process
25%
Random walk
21%
Recurrence Equations
32%
Ruin Probability
29%
Sample Path
27%
Stochastic Equations
25%
Stochastic Volatility Model
32%
Supremum
24%
Tail
21%
Time series
65%
Weak Limit
29%
Erhverv og økonomi
Empirical Process
42%
GARCH Model
25%
Heavy Tails
32%
Large Deviations
100%
Multivariate Time Series
32%
Point Process
34%
Random Walk
26%
Ruin
31%
Ruin Probability
35%
Stochastic Volatility Model
27%