Functional Large Deviations for Multivariate Regularly Varying Random Walks

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

Original language	English
Place of Publication	Afdeling for Anvendt Matematik og Statistik / Københavns Universitet
Publisher	H.C.Ø.-Tryk
Pages	1-25
ISBN (Print)	87-7834-623-1
Publication status	Published - 2004

Cite this

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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",

year = "2004",

language = "English",

isbn = "87-7834-623-1",

pages = "1--25",

publisher = "H.C.{\O}.-Tryk",

type = "WorkingPaper",

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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

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