Precise large deviations for dependent regularly varying sequences.

Matematik

• Large Deviations 73%
• Dependent 49%
• Stochastic Volatility Model 48%
• Recurrence Equations 48%
• Infinite Variance 47%
• Large Deviation Principle 42%
• Stochastic Equations 38%
• Central limit theorem 34%
• Markov chain 30%
• Random variable 26%
• Context 22%
• Polynomial 19%

Erhverv og økonomi

• Large Deviations 100%
• Central Limit Theorem 42%
• Stochastic Volatility Model 27%
• Markov Chain 26%
• Random Variables 24%
• Polynomials 23%