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Functional Large Deviations for Multivariate Regularly Varying Random Walks
Henrik Hult, Filip Lindskog, Thomas Mikosch and Gennady SamorodnitskyVolume:
15
Langue:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/30038519
Date:
November, 2005
Fichier:
PDF, 2.18 MB
english, 2005