Precise large deviations for dependent regularly varying sequences

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Standard

Precise large deviations for dependent regularly varying sequences. / Mikosch, Thomas; Wintenberger, Olivier.

I: Probability Theory and Related Fields, Bind 156, Nr. 3-4, 08.2013, s. 851-887.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Mikosch, T & Wintenberger, O 2013, 'Precise large deviations for dependent regularly varying sequences', Probability Theory and Related Fields, bind 156, nr. 3-4, s. 851-887. https://doi.org/10.1007/s00440-012-0445-0

APA

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

Vancouver

Mikosch T, Wintenberger O. Precise large deviations for dependent regularly varying sequences. Probability Theory and Related Fields. 2013 aug.;156(3-4):851-887. https://doi.org/10.1007/s00440-012-0445-0

Author

Mikosch, Thomas ; Wintenberger, Olivier. / Precise large deviations for dependent regularly varying sequences. I: Probability Theory and Related Fields. 2013 ; Bind 156, Nr. 3-4. s. 851-887.

Bibtex

@article{395d918fe92b4f278b956979276435d2,
title = "Precise large deviations for dependent regularly varying sequences",
keywords = "Stationary sequence, Large deviation principle, Regular variation, Markov processes, Stochastic volatility model, GARCH",
author = "Thomas Mikosch and Olivier Wintenberger",
year = "2013",
month = aug,
doi = "10.1007/s00440-012-0445-0",
language = "English",
volume = "156",
pages = "851--887",
journal = "Probability Theory and Related Fields",
issn = "0178-8051",
publisher = "Springer",
number = "3-4",

}

RIS

TY - JOUR

T1 - Precise large deviations for dependent regularly varying sequences

AU - Mikosch, Thomas

AU - Wintenberger, Olivier

PY - 2013/8

Y1 - 2013/8

KW - Stationary sequence

KW - Large deviation principle

KW - Regular variation

KW - Markov processes

KW - Stochastic volatility model

KW - GARCH

U2 - 10.1007/s00440-012-0445-0

DO - 10.1007/s00440-012-0445-0

M3 - Journal article

VL - 156

SP - 851

EP - 887

JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

SN - 0178-8051

IS - 3-4

ER -

ID: 135498422