General inverse problems for regular variation

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

Standard

General inverse problems for regular variation. / Damek, Ewa; Mikosch, Thomas Valentin; Rosinski, Jan; Samorodnitsky, Gennady.

I: Journal of Applied Probability, Bind 51A, 2014, s. 229-248.

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

Harvard

Damek, E, Mikosch, TV, Rosinski, J & Samorodnitsky, G 2014, 'General inverse problems for regular variation', Journal of Applied Probability, bind 51A, s. 229-248. https://doi.org/10.1239/jap/1417528478

APA

Damek, E., Mikosch, T. V., Rosinski, J., & Samorodnitsky, G. (2014). General inverse problems for regular variation. Journal of Applied Probability, 51A, 229-248. https://doi.org/10.1239/jap/1417528478

Vancouver

Damek E, Mikosch TV, Rosinski J, Samorodnitsky G. General inverse problems for regular variation. Journal of Applied Probability. 2014;51A:229-248. https://doi.org/10.1239/jap/1417528478

Author

Damek, Ewa ; Mikosch, Thomas Valentin ; Rosinski, Jan ; Samorodnitsky, Gennady. / General inverse problems for regular variation. I: Journal of Applied Probability. 2014 ; Bind 51A. s. 229-248.

Bibtex

@article{c0676207007b4c79bddb3fea5c4c807d,
title = "General inverse problems for regular variation",
abstract = "Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed random object is caused by regular variation of components of the original random structure. In this paper we build on previous work, and derive results in the multivariate case and in situations where regular variation is not restricted to one particular direction or quadrant. ",
author = "Ewa Damek and Mikosch, {Thomas Valentin} and Jan Rosinski and Gennady Samorodnitsky",
year = "2014",
doi = "10.1239/jap/1417528478",
language = "English",
volume = "51A",
pages = "229--248",
journal = "Journal of Applied Probability",
issn = "0021-9002",
publisher = "Applied Probability Trust",

}

RIS

TY - JOUR

T1 - General inverse problems for regular variation

AU - Damek, Ewa

AU - Mikosch, Thomas Valentin

AU - Rosinski, Jan

AU - Samorodnitsky, Gennady

PY - 2014

Y1 - 2014

N2 - Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed random object is caused by regular variation of components of the original random structure. In this paper we build on previous work, and derive results in the multivariate case and in situations where regular variation is not restricted to one particular direction or quadrant.

AB - Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed random object is caused by regular variation of components of the original random structure. In this paper we build on previous work, and derive results in the multivariate case and in situations where regular variation is not restricted to one particular direction or quadrant.

U2 - 10.1239/jap/1417528478

DO - 10.1239/jap/1417528478

M3 - Journal article

VL - 51A

SP - 229

EP - 248

JO - Journal of Applied Probability

JF - Journal of Applied Probability

SN - 0021-9002

ER -

ID: 130020735