| Original language | English |
|---|---|
| Journal | Probability Theory and Related Fields |
| Volume | 156 |
| Issue number | 3-4 |
| Pages (from-to) | 851-887 |
| ISSN | 0178-8051 |
| DOIs | |
| Publication status | Published - Aug 2013 |
Keywords
- Stationary sequence
- Large deviation principle
- Regular variation
- Markov processes
- Stochastic volatility model
- GARCH
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Mikosch, T., & Wintenberger, O. (2013). Precise large deviations for dependent regularly varying sequences. Probability Theory and Related Fields, 156(3-4), 851-887. https://doi.org/10.1007/s00440-012-0445-0