Functional large deviations for multivariate regularly varying random walks
Research output: Contribution to journal › Journal article › Research › peer-review
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Functional large deviations for multivariate regularly varying random walks. / Hult, Henrik; Lindskog, Filip; Mikosch, Thomas Valentin; Samorodnitsky, Gennady.
In: Annals of Applied Probability, Vol. 15, No. 4, 2005, p. 2651-2680.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Hult, H, Lindskog, F, Mikosch, TV & Samorodnitsky, G 2005, 'Functional large deviations for multivariate regularly varying random walks', Annals of Applied Probability, vol. 15, no. 4, pp. 2651-2680.
APA
Hult, H., Lindskog, F., Mikosch, T. V., & Samorodnitsky, G. (2005). Functional large deviations for multivariate regularly varying random walks. Annals of Applied Probability, 15(4), 2651-2680.
Vancouver
Hult H, Lindskog F, Mikosch TV, Samorodnitsky G. Functional large deviations for multivariate regularly varying random walks. Annals of Applied Probability. 2005;15(4):2651-2680.
Author
Bibtex
@article{63c9a5006c3811dcbee902004c4f4f50,
title = "Functional large deviations for multivariate regularly varying random walks",
author = "Henrik Hult and Filip Lindskog and Mikosch, {Thomas Valentin} and Gennady Samorodnitsky",
year = "2005",
language = "English",
volume = "15",
pages = "2651--2680",
journal = "Annals of Applied Probability",
issn = "1050-5164",
publisher = "Institute of Mathematical Statistics",
number = "4",
}
RIS
TY - JOUR
T1 - Functional large deviations for multivariate regularly varying random walks
AU - Hult, Henrik
AU - Lindskog, Filip
AU - Mikosch, Thomas Valentin
AU - Samorodnitsky, Gennady
PY - 2005
Y1 - 2005
M3 - Journal article
VL - 15
SP - 2651
EP - 2680
JO - Annals of Applied Probability
JF - Annals of Applied Probability
SN - 1050-5164
IS - 4
ER -
ID: 1120629