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Functional large deviations for multivariate regularly varying random walks
Hult, Henrik, Lindskog, Filip, Mikosch, Thomas, Samorodnitsky, GennadyVolume:
15
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/105051605000000502
Date:
November, 2005
File:
PDF, 298 KB
english, 2005