Functional large deviations for multivariate regularly varying random walks

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

57 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Annals of Applied Probability
Vol/bind	15
Udgave nummer	4
Sider (fra-til)	2651-2680
ISSN	1050-5164
Status	Udgivet - 2005

Citationsformater

@article{63c9a5006c3811dcbee902004c4f4f50,

title = "Functional large deviations for multivariate regularly varying random walks",

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

year = "2005",

language = "English",

volume = "15",

pages = "2651--2680",

journal = "Annals of Applied Probability",

issn = "1050-5164",

publisher = "Institute of Mathematical Statistics",

number = "4",

}