The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains

Thomas Valentin Mikosch, Olivier Wintenberger

14 Citations (Scopus)

Fingerprint

Dive into the research topics of 'The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains'. Together they form a unique fingerprint.

Mathematics

Business & Economics