Functional large deviations for multivariate regularly varying random walks

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

57 Citations (Scopus)

Original language	English
Journal	Annals of Applied Probability
Volume	15
Issue number	4
Pages (from-to)	2651-2680
ISSN	1050-5164
Publication status	Published - 2005

Cite this

@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",

}