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Precise large deviations for dependent regularly varying sequences
Thomas Mikosch
, Olivier Wintenberger
Department of Mathematical Sciences
15
Citations (Scopus)
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Dive into the research topics of 'Precise large deviations for dependent regularly varying sequences'. Together they form a unique fingerprint.
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Mathematics
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%
Business & Economics
Large Deviations
100%
Central Limit Theorem
42%
Stochastic Volatility Model
27%
Markov Chain
26%
Random Variables
24%
Polynomials
23%