A functional limit theorem for dependent sequences with infinite
variance stable limits

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A functional limit theorem for dependent sequences with infinite variance stable limits

8 January 2010

Danijel Krizmanić

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Papers citing "A functional limit theorem for dependent sequences with infinite variance stable limits"

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Title
A unified approach to self-normalized block sampling Shuyang Bai M. Taqqu Ting Zhang 86 16 0 02 Dec 2015
A large deviations approach to limit theory for heavy-tailed time series T. Mikosch Olivier Wintenberger 53 36 0 01 Sep 2015
A Fourier analysis of extreme events T. Mikosch Yuwei Zhao 104 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 93 39 0 31 Mar 2013
Precise large deviations for dependent regularly varying sequences T. Mikosch Olivier Wintenberger 107 47 0 07 Jun 2012