Functional Large Deviations for Multivariate Regularly Varying Random Walks

Henrik Hult, Filip Lindskog, Thomas Valentin Mikosch, Gennady Samorodnitsky

Originalsprog	Engelsk
Udgivelsessted	Afdeling for Anvendt Matematik og Statistik / Københavns Universitet
Udgiver	H.C.Ø.-Tryk
Sider	1-25
ISBN (Trykt)	87-7834-623-1
Status	Udgivet - 2004

Citationsformater

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title = "Functional Large Deviations for Multivariate Regularly Varying Random Walks",

author = "Henrik Hult and Filip Lindskog and Mikosch, {Thomas Valentin} and Gennady Samorodnitsky",

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TY - UNPB

T1 - Functional Large Deviations for Multivariate Regularly Varying Random Walks

AU - Hult, Henrik

AU - Lindskog, Filip

AU - Mikosch, Thomas Valentin

AU - Samorodnitsky, Gennady

PY - 2004

Y1 - 2004

M3 - Working paper

SN - 87-7834-623-1

SP - 1

EP - 25

BT - Functional Large Deviations for Multivariate Regularly Varying Random Walks

PB - H.C.Ø.-Tryk

CY - Afdeling for Anvendt Matematik og Statistik / Københavns Universitet

ER -