The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains
Mikosch, Thomas, Wintenberger, OlivierVolume:
159
Language:
english
Journal:
Probability Theory and Related Fields
DOI:
10.1007/s00440-013-0504-1
Date:
June, 2014
File:
PDF, 422 KB
english, 2014