Stable limits for sums of dependent infinite variance random variables

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Stable limits for sums of dependent infinite variance random variables

15 June 2009

Adam Jakubowski

Olivier Wintenberger

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Papers citing "Stable limits for sums of dependent infinite variance random variables"

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Title
Self-normalized partial sums of heavy-tailed time series Muneya Matsui T. Mikosch Olivier Wintenberger 30 1 0 30 Mar 2023
Extremes for stationary regularly varying random fields over arbitrary index sets Riccardo Passeggeri Olivier Wintenberger 31 2 0 22 Feb 2022
Stable sums to infer high return levels of multivariate rainfall time series G. Buriticá Philippe Naveau 28 4 0 06 Dec 2021
A large deviations approach to limit theory for heavy-tailed time series T. Mikosch Olivier Wintenberger 51 36 0 01 Sep 2015
A Fourier analysis of extreme events T. Mikosch Yuwei Zhao 99 15 0 12 Mar 2014
The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains T. Mikosch Olivier Wintenberger 91 39 0 31 Mar 2013
Drift in Transaction-Level Asset Price Models Wen Cao Clifford M. Hurvich P. Soulier 44 9 0 22 Nov 2012
Precise large deviations for dependent regularly varying sequences T. Mikosch Olivier Wintenberger 100 47 0 07 Jun 2012
Weak Convergence to Stochastic Integrals Driven by $α-$ Stable Lévy Processes Zhengyan Lin Hanchao Wang 50 0 0 18 Apr 2011
A functional limit theorem for dependent sequences with infinite variance stable limits Bojan Basrak Danijel Krizmanić Johan Segers 151 82 0 08 Jan 2010